+147.3%
HUM vs AMBA
+4.3%
+143.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.7% |
| 7D | +4.8% | -2.6% | +7.5% | +5.0% |
| 30D | +1.6% | -10.5% | +12.1% | +2.4% |
| 3M | +13.8% | -26.4% | +40.2% | +16.3% |
| 6M | +60.0% | -20.9% | +80.9% | +60.8% |
| YTD | +72.7% | -14.8% | +87.5% | +71.7% |
| 1Y | +86.1% | -36.1% | +122.2% | +88.9% |
| 3Y | -7.8% | +20.2% | -28.1% | -14.2% |
| 5Y | +2.7% | -67.2% | +70.0% | +4.5% |
| 10Y | +147.3% | +5.0% | +142.3% | +95.3% |
| All | +147.3% | +4.3% | +143.0% | +95.3% |
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