+48.5%
AMZN vs HUM
+6.5%
+42.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.8% |
| 7D | -0.7% | +2.1% | -2.7% | -0.8% |
| 30D | -3.9% | +5.4% | -9.3% | -4.3% |
| 3M | +6.3% | +11.4% | -5.1% | +5.4% |
| 6M | +20.8% | +141.5% | -120.8% | +12.2% |
| YTD | +11.2% | +61.2% | -49.9% | +6.4% |
| 1Y | +11.7% | +49.2% | -37.5% | +7.3% |
| 3Y | +79.4% | -9.0% | +88.5% | +80.5% |
| All | +48.5% | +6.5% | +42.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling