+79.8%
HUM vs MAS
+40.8%
+39.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -2.9% |
| 7D | +3.1% | +3.3% | -0.2% | +2.8% |
| 30D | -1.8% | +25.5% | -27.2% | -4.6% |
| 3M | +10.2% | +11.8% | -1.6% | +8.7% |
| 6M | +54.6% | +21.3% | +33.3% | +51.0% |
| YTD | +66.8% | +37.7% | +29.1% | +49.7% |
| All | +79.8% | +40.8% | +39.0% | +58.3% |
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