+77.8%
HUM vs AMRZ
-20.1%
+97.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | -7.5% | +9.6% | +3.1% |
| 30D | +5.4% | -12.4% | +17.8% | +7.3% |
| 3M | +11.4% | -22.4% | +33.8% | +15.1% |
| 6M | +141.5% | -29.5% | +171.0% | +156.1% |
| YTD | +61.2% | -24.1% | +85.3% | +64.0% |
| 1Y | +49.2% | -26.3% | +75.4% | +52.8% |
| All | +77.8% | -20.1% | +97.9% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling