+26.2%
KLAC vs HUM
+51.1%
-24.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -5.7% | +1.6% | -7.2% | -5.8% |
| 30D | -27.6% | +3.5% | -31.1% | -27.9% |
| 3M | -23.3% | +15.5% | -38.8% | -24.9% |
| 6M | -12.4% | +76.2% | -88.6% | -17.0% |
| YTD | +23.7% | +64.5% | -40.8% | +15.3% |
| 1Y | +26.2% | +50.0% | -23.8% | +18.0% |
| All | +26.2% | +51.1% | -24.9% | +18.0% |
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