+3,847.4%
ANET vs HUM
+152.7%
+3,694.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.1% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | -5.2% | +5.4% | -10.6% | -6.3% |
| 3M | +27.6% | +11.4% | +16.2% | +24.5% |
| 6M | +44.4% | +141.5% | -97.1% | +18.2% |
| YTD | +52.3% | +61.2% | -8.9% | +34.7% |
| 1Y | +30.4% | +49.2% | -18.7% | +16.9% |
| 3Y | +313.3% | -9.0% | +322.3% | +305.0% |
| 5Y | +810.0% | +7.2% | +802.8% | +712.9% |
| All | +3,847.4% | +152.7% | +3,694.7% | +2,882.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling