+2,770.9%
AVGO vs HUM
+152.7%
+2,618.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | +1.1% | +2.1% | -0.9% | +0.8% |
| 30D | -13.0% | +5.4% | -18.4% | -13.8% |
| 3M | -6.0% | +11.4% | -17.4% | -8.0% |
| 6M | +6.4% | +141.5% | -135.1% | -10.8% |
| YTD | +5.0% | +61.2% | -56.2% | -5.8% |
| 1Y | +1.4% | +49.2% | -47.8% | -8.2% |
| 3Y | +336.8% | -9.0% | +345.9% | +332.6% |
| 5Y | +698.2% | +7.2% | +691.0% | +612.5% |
| All | +2,770.9% | +152.7% | +2,618.3% | +2,070.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling