-7.8%
HUM vs AMC
-58.9%
+51.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.5% |
| 7D | +4.8% | +5.5% | -0.7% | +4.7% |
| 30D | +1.6% | +16.1% | -14.5% | +1.3% |
| 3M | +13.8% | +43.0% | -29.2% | +12.9% |
| 6M | +60.0% | +130.7% | -70.6% | +56.4% |
| YTD | +72.7% | +121.8% | -49.1% | +68.4% |
| 1Y | +86.1% | +40.7% | +45.5% | +82.5% |
| 3Y | -7.8% | -56.8% | +49.0% | -14.9% |
| All | -7.8% | -58.9% | +51.1% | -14.9% |
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