+152.3%
HUM vs AME
+445.1%
-292.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +0.9% |
| 7D | +2.1% | +1.7% | +0.3% | +1.3% |
| 30D | +5.4% | -6.4% | +11.8% | +8.4% |
| 3M | +11.4% | +7.1% | +4.3% | +7.7% |
| 6M | +141.5% | +8.2% | +133.3% | +131.0% |
| YTD | +61.2% | +18.2% | +43.0% | +47.7% |
| 1Y | +49.2% | +26.7% | +22.4% | +31.8% |
| 3Y | -9.0% | +60.7% | -69.7% | -30.3% |
| 5Y | +7.2% | +91.6% | -84.4% | -27.3% |
| All | +152.3% | +445.1% | -292.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling