-10.6%
HUM vs AMBA
+5.1%
-15.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.4% |
| 7D | +2.1% | -6.4% | +8.5% | +2.3% |
| 30D | +4.7% | -26.8% | +31.5% | +5.9% |
| 3M | +13.5% | -7.6% | +21.1% | +13.5% |
| 6M | +126.7% | +21.2% | +105.5% | +124.1% |
| YTD | +58.5% | -10.4% | +68.9% | +57.9% |
| 1Y | +31.7% | -24.4% | +56.2% | +31.4% |
| 3Y | -10.6% | +6.0% | -16.6% | -13.3% |
| All | -10.6% | +5.1% | -15.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling