+86,005.4%
ASML vs HUM
+1,950.2%
+84,055.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.7% |
| 7D | -0.8% | +3.1% | -4.0% | -1.4% |
| 30D | -14.9% | -1.8% | -13.1% | -14.6% |
| 3M | -13.0% | +10.2% | -23.1% | -14.8% |
| 6M | -4.7% | +54.6% | -59.3% | -12.9% |
| YTD | +42.3% | +66.8% | -24.5% | +26.6% |
| 1Y | +49.7% | +70.1% | -20.4% | +32.5% |
| 3Y | +144.3% | -11.3% | +155.6% | +135.9% |
| 5Y | +86.4% | -1.2% | +87.5% | +72.7% |
| 10Y | +1,504.8% | +147.8% | +1,357.1% | +1,110.2% |
| All | +86,005.4% | +1,950.2% | +84,055.2% | +35,505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling