+92.6%
HUM vs MAS
+38.5%
+54.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | +3.0% | +0.8% | +3.4% |
| 30D | +5.5% | +22.4% | -16.9% | +2.8% |
| 3M | +17.1% | +14.5% | +2.7% | +15.1% |
| 6M | +48.3% | +27.1% | +21.1% | +43.2% |
| YTD | +77.4% | +35.8% | +41.6% | +59.6% |
| 1Y | +92.6% | +39.4% | +53.2% | +70.5% |
| All | +92.6% | +38.5% | +54.0% | +70.5% |
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