+50.0%
HUM vs AMRZ
-11.5%
+61.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.4% |
| 7D | +1.6% | +10.3% | -8.7% | +0.9% |
| 30D | +3.5% | +18.7% | -15.2% | +2.3% |
| 3M | +15.5% | -14.6% | +30.1% | +17.0% |
| 6M | +76.2% | -12.9% | +89.1% | +76.3% |
| YTD | +64.5% | -17.4% | +81.9% | +60.6% |
| 1Y | +50.0% | -12.3% | +62.3% | +37.3% |
| All | +50.0% | -11.5% | +61.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling