-11.4%
HUM vs MAS
+29.0%
-40.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +4.2% | -0.8% | +4.9% | +4.2% |
| 30D | +10.4% | -5.6% | +15.9% | +11.2% |
| 3M | +15.1% | +4.4% | +10.6% | +14.1% |
| 6M | +120.9% | +7.2% | +113.7% | +116.8% |
| YTD | +57.9% | +16.1% | +41.8% | +52.8% |
| 1Y | +30.6% | +0.1% | +30.5% | +28.8% |
| All | -11.4% | +29.0% | -40.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling