+1,472.1%
AXTI vs HUM
+152.7%
+1,319.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +5.1% | +2.1% | +3.0% | +4.6% |
| 30D | -17.5% | +5.4% | -22.9% | -18.4% |
| 3M | -26.7% | +11.4% | -38.1% | -27.9% |
| 6M | +36.8% | +141.5% | -104.7% | +16.5% |
| YTD | +296.1% | +61.2% | +235.0% | +263.6% |
| 1Y | +1,810.6% | +49.2% | +1,761.5% | +1,675.3% |
| 3Y | +2,587.6% | -9.0% | +2,596.6% | +2,589.5% |
| 5Y | +601.7% | +7.2% | +594.6% | +548.5% |
| All | +1,472.1% | +152.7% | +1,319.4% | +1,199.8% |
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