+150,137.4%
KLAC vs HUM
+5,550.8%
+144,586.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | -11.5% | +7.5% | -19.0% | -12.7% |
| 3M | -16.9% | +10.2% | -27.2% | -18.4% |
| 6M | +22.2% | +132.5% | -110.3% | +4.6% |
| YTD | +46.4% | +57.6% | -11.3% | +33.1% |
| 1Y | +91.0% | +48.6% | +42.4% | +74.6% |
| 3Y | +264.6% | -11.2% | +275.7% | +254.0% |
| 5Y | +430.6% | +4.8% | +425.8% | +392.7% |
| 10Y | +2,889.3% | +147.1% | +2,742.2% | +2,264.8% |
| All | +150,137.4% | +5,550.8% | +144,586.5% | +56,978.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling