-11.2%
HUM vs M
+106.8%
-118.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.5% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | +3.7% | -13.6% | +17.3% | +4.6% |
| 3M | +10.4% | -2.3% | +12.7% | +10.4% |
| 6M | +125.7% | +21.9% | +103.8% | +122.6% |
| YTD | +57.3% | -0.6% | +57.9% | +56.8% |
| 1Y | +48.6% | +29.7% | +18.9% | +46.7% |
| All | -11.2% | +106.8% | -118.0% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling