+503.9%
HUM vs AMCR
+93.5%
+410.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.6% |
| 7D | +2.1% | -6.3% | +8.3% | +3.4% |
| 30D | +5.4% | -7.8% | +13.2% | +7.1% |
| 3M | +11.4% | +7.5% | +3.9% | +9.3% |
| 6M | +141.5% | +2.7% | +138.8% | +138.2% |
| YTD | +61.2% | +6.0% | +55.2% | +57.3% |
| 1Y | +49.2% | +7.8% | +41.4% | +44.8% |
| 3Y | -9.0% | +5.8% | -14.8% | -12.1% |
| 5Y | +7.2% | -11.6% | +18.8% | +7.1% |
| 10Y | +152.7% | +14.6% | +138.1% | +123.7% |
| All | +503.9% | +93.5% | +410.4% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling