+57.7%
AZN vs HUM
+6.5%
+51.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | +0.2% |
| 7D | -1.6% | +2.1% | -3.6% | -1.7% |
| 30D | +1.1% | +5.4% | -4.3% | +0.8% |
| 3M | -12.1% | +11.4% | -23.5% | -12.7% |
| 6M | -17.1% | +141.5% | -158.6% | -21.4% |
| YTD | -12.0% | +61.2% | -73.2% | -14.5% |
| 1Y | -0.2% | +49.2% | -49.4% | -2.7% |
| 3Y | +26.8% | -9.0% | +35.8% | +30.2% |
| All | +57.7% | +6.5% | +51.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling