-10.6%
HUM vs AMC
-67.8%
+57.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | +13.5% | +42.2% | -28.7% | +12.2% |
| 6M | +126.7% | +118.8% | +7.9% | +121.6% |
| YTD | +58.5% | +64.1% | -5.6% | +55.7% |
| 1Y | +31.7% | -9.5% | +41.3% | +30.3% |
| 3Y | -10.6% | -64.3% | +53.7% | -12.9% |
| All | -10.6% | -67.8% | +57.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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