+6,194.8%
HUM vs M
+436.6%
+5,758.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +3.7% | +7.0% | -3.3% | +2.4% |
| 30D | +5.5% | +8.9% | -3.4% | +3.6% |
| 3M | +17.1% | +4.5% | +12.6% | +15.6% |
| 6M | +48.3% | +36.2% | +12.1% | +38.8% |
| YTD | +77.4% | +15.1% | +62.2% | +70.5% |
| 1Y | +92.6% | +27.4% | +65.1% | +81.6% |
| 3Y | -6.1% | +160.1% | -166.3% | -26.6% |
| 5Y | +6.2% | -1.6% | +7.8% | -5.9% |
| 10Y | +153.6% | -7.7% | +161.3% | +91.4% |
| All | +6,194.8% | +436.6% | +5,758.2% | +2,229.6% |
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