+2.0%
HUM vs MAS
+32.0%
-30.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | +15.1% | +4.4% | +10.6% | +14.0% |
| 6M | +120.9% | +7.2% | +113.7% | +116.8% |
| YTD | +57.9% | +16.1% | +41.8% | +52.7% |
| 1Y | +30.6% | +0.1% | +30.5% | +29.2% |
| 3Y | -9.6% | +28.3% | -37.9% | -13.7% |
| All | +2.0% | +32.0% | -30.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling