+2.5%
HUM vs AMC
-99.5%
+101.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 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% | +12.5% |
| 6M | +126.7% | +118.8% | +7.9% | +122.8% |
| YTD | +58.5% | +64.1% | -5.6% | +56.4% |
| 1Y | +31.7% | -9.5% | +41.3% | +30.9% |
| 3Y | -10.6% | -64.3% | +53.7% | -11.0% |
| 5Y | +2.5% | -99.5% | +101.9% | +5.3% |
| All | +2.5% | -99.5% | +101.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling