+5,600.3%
HUM vs AME
+18,712.2%
-13,111.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.1% | +2.8% | -0.7% | +1.2% |
| 30D | +4.7% | -6.3% | +11.0% | +6.7% |
| 3M | +13.5% | +5.4% | +8.1% | +11.4% |
| 6M | +126.7% | +7.4% | +119.2% | +120.3% |
| YTD | +58.5% | +16.2% | +42.4% | +50.2% |
| 1Y | +31.7% | +26.8% | +4.9% | +21.2% |
| 3Y | -10.6% | +57.5% | -68.1% | -24.3% |
| 5Y | +2.5% | +84.8% | -82.4% | -18.4% |
| 10Y | +148.7% | +424.3% | -275.6% | +44.2% |
| All | +5,600.3% | +18,712.2% | -13,111.9% | +1,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling