+2,896.3%
KLAC vs HUM
+152.7%
+2,743.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.4% |
| 7D | -2.7% | +2.1% | -4.7% | -3.1% |
| 30D | -13.2% | +5.4% | -18.6% | -14.3% |
| 3M | -25.0% | +11.4% | -36.4% | -27.0% |
| 6M | +23.6% | +141.5% | -117.9% | -0.4% |
| YTD | +49.2% | +61.2% | -12.0% | +30.9% |
| 1Y | +89.3% | +49.2% | +40.2% | +68.0% |
| 3Y | +274.4% | -9.0% | +283.4% | +268.1% |
| 5Y | +440.9% | +7.2% | +433.8% | +375.0% |
| All | +2,896.3% | +152.7% | +2,743.6% | +1,990.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling