+433.3%
KLAC vs HUM
+6.5%
+426.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.7% |
| 7D | -2.7% | +2.1% | -4.7% | -2.9% |
| 30D | -13.2% | +5.4% | -18.6% | -13.6% |
| 3M | -25.0% | +11.4% | -36.4% | -25.7% |
| 6M | +23.6% | +141.5% | -117.9% | +15.5% |
| YTD | +49.2% | +61.2% | -12.0% | +42.7% |
| 1Y | +89.3% | +49.2% | +40.2% | +81.8% |
| 3Y | +274.4% | -9.0% | +283.4% | +272.2% |
| All | +433.3% | +6.5% | +426.8% | +385.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling