-22.0%
HUM vs MAGS
+187.1%
-209.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | +7.5% | +1.1% | +6.4% | +7.4% |
| 3M | +10.2% | +7.7% | +2.5% | +9.5% |
| 6M | +132.5% | +11.7% | +120.8% | +130.1% |
| YTD | +57.6% | +4.9% | +52.7% | +56.5% |
| 1Y | +48.6% | +14.3% | +34.2% | +46.6% |
| 3Y | -11.2% | +128.9% | -140.1% | -15.5% |
| All | -22.0% | +187.1% | -209.1% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling