+5,526.7%
HUM vs M
+383.6%
+5,143.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.9% |
| 7D | +2.1% | +2.4% | -0.3% | +1.6% |
| 30D | +4.7% | -11.6% | +16.3% | +7.0% |
| 3M | +13.5% | +1.6% | +11.9% | +12.7% |
| 6M | +126.7% | +25.2% | +101.5% | +116.2% |
| YTD | +58.5% | +3.8% | +54.8% | +56.0% |
| 1Y | +31.7% | +36.3% | -4.6% | +22.9% |
| 3Y | -10.6% | +116.3% | -127.0% | -27.6% |
| 5Y | +2.5% | +28.2% | -25.7% | -14.6% |
| 10Y | +148.7% | -3.4% | +152.1% | +85.1% |
| All | +5,526.7% | +383.6% | +5,143.1% | +2,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling