+4.8%
HUM vs M
+13.6%
-8.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.5% |
| 7D | -1.4% | -8.8% | +7.3% | -0.8% |
| 30D | +7.5% | -16.4% | +23.9% | +8.8% |
| 3M | +10.2% | -10.8% | +21.0% | +10.9% |
| 6M | +132.5% | +16.1% | +116.4% | +129.5% |
| YTD | +57.6% | -5.3% | +62.9% | +57.6% |
| 1Y | +48.6% | +24.9% | +23.7% | +45.9% |
| 3Y | -11.2% | +97.5% | -108.7% | -17.1% |
| 5Y | +4.8% | +20.4% | -15.6% | +2.1% |
| All | +4.8% | +13.6% | -8.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling