+80,969.6%
ASML vs HUM
+2,001.1%
+78,968.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.0% |
| 7D | -9.0% | +4.6% | -13.7% | -9.8% |
| 30D | -21.0% | +9.6% | -30.6% | -22.4% |
| 3M | -16.3% | +18.4% | -34.7% | -19.2% |
| 6M | -7.5% | +76.9% | -84.4% | -17.7% |
| YTD | +34.0% | +71.0% | -37.0% | +18.7% |
| 1Y | +39.3% | +75.0% | -35.7% | +22.6% |
| 3Y | +128.9% | -7.7% | +136.5% | +119.2% |
| 5Y | +76.1% | +0.6% | +75.5% | +62.7% |
| 10Y | +1,428.4% | +182.1% | +1,246.3% | +1,024.0% |
| All | +80,969.6% | +2,001.1% | +78,968.5% | +33,278.0% |
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