+506.8%
HUM vs AMBA
+837.3%
-330.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | +4.2% | -11.0% | +15.1% | +5.1% |
| 30D | +10.4% | -23.2% | +33.5% | +12.6% |
| 3M | +15.1% | -12.7% | +27.8% | +15.3% |
| 6M | +120.9% | +11.2% | +109.7% | +116.2% |
| YTD | +57.9% | -11.2% | +69.2% | +56.8% |
| 1Y | +30.6% | -22.5% | +53.1% | +30.1% |
| 3Y | -9.6% | -1.3% | -8.3% | -13.9% |
| 5Y | +1.6% | -54.2% | +55.7% | -0.8% |
| 10Y | +146.4% | -6.1% | +152.6% | +109.0% |
| All | +506.8% | +837.3% | -330.5% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling