+73.6%
HUM vs AMRZ
-19.2%
+92.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.4% |
| 7D | -0.2% | -4.7% | +4.4% | +0.4% |
| 30D | +3.7% | -11.3% | +15.0% | +5.3% |
| 3M | +10.4% | -22.1% | +32.5% | +14.0% |
| 6M | +125.7% | -29.6% | +155.3% | +140.1% |
| YTD | +57.3% | -23.3% | +80.6% | +59.9% |
| 1Y | +48.6% | -23.7% | +72.4% | +50.8% |
| All | +73.6% | -19.2% | +92.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling