+46.1%
ASML vs HUM
+51.1%
-4.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.0% | +1.6% | -11.6% | -10.1% |
| 30D | -19.4% | +3.5% | -23.0% | -19.7% |
| 3M | -12.5% | +15.5% | -28.0% | -13.5% |
| 6M | +8.2% | +76.2% | -68.0% | +3.8% |
| YTD | +40.7% | +64.5% | -23.8% | +34.7% |
| 1Y | +46.1% | +50.0% | -3.9% | +41.6% |
| All | +46.1% | +51.1% | -4.9% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling