+30.6%
HUM vs AMCR
+11.5%
+19.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +4.2% | -3.3% | +7.4% | +4.2% |
| 30D | +10.4% | -5.4% | +15.8% | +10.4% |
| 3M | +15.1% | +20.0% | -4.9% | +14.1% |
| 6M | +120.9% | 0.0% | +120.9% | +123.0% |
| YTD | +57.9% | +11.5% | +46.4% | +56.2% |
| 1Y | +30.6% | +11.4% | +19.2% | +34.3% |
| All | +30.6% | +11.5% | +19.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling