+97,349.8%
ASML vs HUM
+1,841.0%
+95,508.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | +4.2% | -3.0% | +0.3% |
| 30D | +2.2% | +10.4% | -8.2% | +0.2% |
| 3M | -2.3% | +15.1% | -17.4% | -5.1% |
| 6M | +23.0% | +120.9% | -97.9% | +4.9% |
| YTD | +61.1% | +57.9% | +3.1% | +45.1% |
| 1Y | +129.1% | +30.6% | +98.6% | +112.5% |
| 3Y | +165.4% | -9.6% | +175.0% | +154.8% |
| 5Y | +109.5% | +1.6% | +107.9% | +93.0% |
| 10Y | +1,645.7% | +146.4% | +1,499.3% | +1,219.7% |
| All | +97,349.8% | +1,841.0% | +95,508.8% | +40,711.7% |
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