-1.2%
HUM vs AMBA
-69.7%
+68.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -2.7% |
| 7D | +3.1% | 0.0% | +3.2% | +3.1% |
| 30D | -1.8% | -8.6% | +6.8% | -1.4% |
| 3M | +10.2% | -29.0% | +39.1% | +11.6% |
| 6M | +54.6% | -19.2% | +73.8% | +54.9% |
| YTD | +66.8% | -13.0% | +79.8% | +66.3% |
| 1Y | +70.1% | -31.3% | +101.4% | +70.7% |
| 3Y | -11.3% | +28.1% | -39.5% | -14.8% |
| 5Y | -1.2% | -69.4% | +68.3% | -2.5% |
| All | -1.2% | -69.7% | +68.6% | -2.5% |
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