+30.6%
HUM vs M
+46.1%
-15.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | +4.2% | +4.7% | -0.6% | +3.5% |
| 30D | +10.4% | -9.6% | +20.0% | +11.9% |
| 3M | +15.1% | +0.9% | +14.2% | +14.3% |
| 6M | +120.9% | +22.3% | +98.7% | +111.8% |
| YTD | +57.9% | +6.5% | +51.4% | +54.8% |
| 1Y | +30.6% | +38.8% | -8.2% | +27.9% |
| All | +30.6% | +46.1% | -15.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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