-6.1%
HUM vs M
+158.0%
-164.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +3.7% | +7.0% | -3.3% | +3.3% |
| 30D | +5.5% | +8.9% | -3.4% | +4.9% |
| 3M | +17.1% | +4.5% | +12.6% | +16.6% |
| 6M | +48.3% | +36.2% | +12.1% | +45.0% |
| YTD | +77.4% | +15.1% | +62.2% | +74.9% |
| 1Y | +92.6% | +27.4% | +65.1% | +89.1% |
| 3Y | -6.1% | +160.1% | -166.3% | -5.4% |
| All | -6.1% | +158.0% | -164.1% | -5.4% |
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