+152.3%
HUM vs M
-3.0%
+155.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.7% | -5.4% | +1.4% |
| 7D | +2.1% | -4.2% | +6.3% | +2.5% |
| 30D | +5.4% | -7.2% | +12.6% | +6.2% |
| 3M | +11.4% | -11.1% | +22.6% | +12.6% |
| 6M | +141.5% | +28.8% | +112.7% | +134.0% |
| YTD | +61.2% | +2.0% | +59.1% | +59.9% |
| 1Y | +49.2% | +31.3% | +17.9% | +43.8% |
| 3Y | -9.0% | +119.1% | -128.1% | -19.8% |
| 5Y | +7.2% | +29.7% | -22.5% | -3.6% |
| All | +152.3% | -3.0% | +155.3% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling