-20.2%
HUM vs MAGS
+190.0%
-210.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.2% |
| 7D | +2.1% | +0.6% | +1.4% | +2.0% |
| 30D | +5.4% | +3.2% | +2.2% | +5.1% |
| 3M | +11.4% | +7.7% | +3.7% | +10.7% |
| 6M | +141.5% | +12.5% | +129.1% | +138.9% |
| YTD | +61.2% | +6.0% | +55.2% | +59.9% |
| 1Y | +49.2% | +14.4% | +34.8% | +47.2% |
| 3Y | -9.0% | +127.5% | -136.6% | -13.3% |
| All | -20.2% | +190.0% | -210.3% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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