+188.2%
ASML vs HUM
-11.4%
+199.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +6.0% | +2.1% | +3.9% | +6.0% |
| 30D | +1.4% | +4.7% | -3.3% | +1.5% |
| 3M | +1.0% | +13.5% | -12.5% | +1.3% |
| 6M | +37.0% | +126.7% | -89.7% | +40.3% |
| YTD | +65.8% | +58.5% | +7.2% | +67.4% |
| 1Y | +123.1% | +31.7% | +91.4% | +122.7% |
| 3Y | +188.2% | -10.6% | +198.8% | +153.6% |
| All | +188.2% | -11.4% | +199.6% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling