+75.0%
HUM vs MAS
+32.5%
+42.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +5.5% |
| 7D | +4.6% | +2.4% | +2.3% | +4.3% |
| 30D | +9.6% | +19.8% | -10.2% | +6.9% |
| 3M | +18.4% | +9.8% | +8.5% | +16.8% |
| 6M | +76.9% | +15.8% | +61.1% | +73.4% |
| YTD | +71.0% | +31.8% | +39.2% | +53.1% |
| 1Y | +75.0% | +35.4% | +39.6% | +53.9% |
| All | +75.0% | +32.5% | +42.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling