-7.5%
ASML vs HUM
+80.6%
-88.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.1% |
| 7D | -9.0% | +4.6% | -13.7% | -9.7% |
| 30D | -21.0% | +9.6% | -30.6% | -21.9% |
| 3M | -16.3% | +18.4% | -34.7% | -18.3% |
| 6M | -7.5% | +76.9% | -84.4% | -11.3% |
| All | -7.5% | +80.6% | -88.1% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling