+13.4%
HUM vs AMIX
-99.9%
+113.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +4.2% | -13.7% | +17.9% | +4.0% |
| 30D | +10.4% | -62.1% | +72.4% | +9.6% |
| 3M | +15.1% | -46.2% | +61.2% | +18.1% |
| 6M | +120.9% | -46.4% | +167.4% | +126.8% |
| YTD | +57.9% | -60.3% | +118.2% | +62.2% |
| 1Y | +30.6% | -79.7% | +110.2% | +34.1% |
| All | +13.4% | -99.9% | +113.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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