+4,944.6%
HUM vs AZO
+41,743.6%
-36,799.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | +2.1% | -3.6% | +5.6% | +3.0% |
| 30D | +5.4% | -5.6% | +10.9% | +6.9% |
| 3M | +11.4% | -6.6% | +18.1% | +13.0% |
| 6M | +141.5% | -22.5% | +164.0% | +155.9% |
| YTD | +61.2% | -15.2% | +76.4% | +66.2% |
| 1Y | +49.2% | -33.9% | +83.1% | +63.8% |
| 3Y | -9.0% | +11.8% | -20.8% | -13.8% |
| 5Y | +7.2% | +85.5% | -78.4% | -12.3% |
| 10Y | +152.7% | +298.2% | -145.5% | +67.4% |
| All | +4,944.6% | +41,743.6% | -36,799.0% | +1,290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling