+274.4%
KLAC vs HUM
-9.4%
+283.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.8% |
| 7D | -2.7% | +2.1% | -4.7% | -2.8% |
| 30D | -13.2% | +5.4% | -18.6% | -13.4% |
| 3M | -25.0% | +11.4% | -36.4% | -25.3% |
| 6M | +23.6% | +141.5% | -117.9% | +21.4% |
| YTD | +49.2% | +61.2% | -12.0% | +46.5% |
| 1Y | +89.3% | +49.2% | +40.2% | +85.9% |
| 3Y | +274.4% | -9.0% | +283.4% | +228.7% |
| All | +274.4% | -9.4% | +283.7% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling