+113.7%
KLAC vs HUM
+31.0%
+82.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.5% |
| 7D | +5.7% | +4.2% | +1.6% | +5.2% |
| 30D | -3.6% | +10.4% | -14.0% | -4.8% |
| 3M | -12.8% | +15.1% | -27.9% | -13.7% |
| 6M | +26.1% | +120.9% | -94.9% | +19.8% |
| YTD | +53.3% | +57.9% | -4.6% | +46.4% |
| 1Y | +113.7% | +30.6% | +83.1% | +106.0% |
| All | +113.7% | +31.0% | +82.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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