+5.3%
HUM vs AME
+89.9%
-84.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.6% |
| 7D | +2.1% | +1.7% | +0.3% | +1.7% |
| 30D | +5.4% | -6.4% | +11.8% | +6.8% |
| 3M | +11.4% | +7.1% | +4.3% | +9.7% |
| 6M | +141.5% | +8.2% | +133.3% | +136.5% |
| YTD | +61.2% | +18.2% | +43.0% | +54.5% |
| 1Y | +49.2% | +26.7% | +22.4% | +40.6% |
| 3Y | -9.0% | +60.7% | -69.7% | -19.9% |
| All | +5.3% | +89.9% | -84.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling