+57.5%
HUM vs AZO
-10.2%
+67.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -1.2% | +5.5% | -6.7% | -1.3% |
| 30D | +2.1% | +14.2% | -12.1% | +1.5% |
| 3M | +13.4% | +7.9% | +5.5% | +13.0% |
| 6M | +72.7% | -6.6% | +79.2% | +71.8% |
| YTD | +62.3% | -2.4% | +64.7% | +60.9% |
| 1Y | +57.5% | -9.6% | +67.1% | +59.4% |
| All | +57.5% | -10.2% | +67.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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