+146.7%
HUM vs AMBA
+2.6%
+144.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.4% | -9.1% | -1.4% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | +3.7% | -16.1% | +19.9% | +5.0% |
| 3M | +10.4% | +4.6% | +5.8% | +9.2% |
| 6M | +125.7% | +29.2% | +96.6% | +118.2% |
| YTD | +57.3% | -2.9% | +60.2% | +55.1% |
| 1Y | +48.6% | -18.7% | +67.3% | +47.6% |
| 3Y | -11.3% | +14.9% | -26.2% | -16.9% |
| 5Y | +0.8% | -53.0% | +53.8% | -1.6% |
| 10Y | +146.7% | +8.3% | +138.3% | +94.8% |
| All | +146.7% | +2.6% | +144.1% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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