+2.1%
HUM vs AMBA
-53.9%
+56.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | +4.2% | -11.0% | +15.1% | +4.7% |
| 30D | +10.4% | -23.2% | +33.5% | +11.6% |
| 3M | +15.1% | -12.7% | +27.8% | +15.2% |
| 6M | +120.9% | +11.2% | +109.7% | +118.4% |
| YTD | +57.9% | -11.2% | +69.2% | +57.3% |
| 1Y | +30.6% | -22.5% | +53.1% | +30.2% |
| 3Y | -9.6% | -1.3% | -8.3% | -12.2% |
| All | +2.1% | -53.9% | +56.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling