+108.6%
ASML vs HUM
+1.5%
+107.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +1.1% | +4.2% | -3.0% | +1.0% |
| 30D | +2.2% | +10.4% | -8.2% | +1.8% |
| 3M | -2.3% | +15.1% | -17.4% | -2.8% |
| 6M | +23.0% | +120.9% | -97.9% | +20.2% |
| YTD | +61.1% | +57.9% | +3.1% | +58.4% |
| 1Y | +129.1% | +30.6% | +98.6% | +125.8% |
| 3Y | +165.4% | -9.6% | +175.0% | +164.8% |
| All | +108.6% | +1.5% | +107.0% | +95.2% |
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 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