+384.3%
HUM vs AMC
-97.5%
+481.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.5% |
| 7D | +4.8% | +5.5% | -0.7% | +4.8% |
| 30D | +1.6% | +16.1% | -14.5% | +1.5% |
| 3M | +13.8% | +43.0% | -29.2% | +13.5% |
| 6M | +60.0% | +130.7% | -70.6% | +58.9% |
| YTD | +72.7% | +121.8% | -49.1% | +71.4% |
| 1Y | +86.1% | +40.7% | +45.5% | +85.2% |
| 3Y | -7.8% | -56.8% | +49.0% | -8.1% |
| 5Y | +2.7% | -99.1% | +101.8% | +3.5% |
| 10Y | +147.3% | -98.7% | +246.0% | +146.3% |
| All | +384.3% | -97.5% | +481.8% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling