+1,559.3%
ASML vs HUM
+150.3%
+1,409.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +10.4% | +7.7% | +2.6% | +8.9% |
| 30D | -12.7% | +5.8% | -18.5% | -13.6% |
| 3M | -17.2% | +14.3% | -31.5% | -19.3% |
| 6M | -1.3% | +50.9% | -52.2% | -8.8% |
| YTD | +40.8% | +74.9% | -34.1% | +25.2% |
| 1Y | +45.2% | +86.9% | -41.7% | +27.3% |
| 3Y | +131.8% | -6.7% | +138.5% | +131.2% |
| 5Y | +84.0% | +4.8% | +79.3% | +69.9% |
| All | +1,559.3% | +150.3% | +1,409.0% | +1,122.2% |
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