+49.2%
HUM vs M
+34.0%
+15.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.7% | -5.4% | +1.2% |
| 7D | +2.1% | -4.2% | +6.3% | +2.6% |
| 30D | +5.4% | -7.2% | +12.6% | +6.4% |
| 3M | +11.4% | -11.1% | +22.6% | +13.0% |
| 6M | +141.5% | +28.8% | +112.7% | +128.9% |
| YTD | +61.2% | +2.0% | +59.1% | +58.8% |
| 1Y | +49.2% | +31.3% | +17.9% | +46.9% |
| All | +49.2% | +34.0% | +15.1% | +46.9% |
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