+76.9%
HUM vs MAS
+15.5%
+61.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +5.3% |
| 7D | +4.6% | +2.0% | +2.7% | +4.7% |
| 30D | +9.6% | +19.4% | -9.8% | +9.7% |
| 3M | +18.4% | +9.4% | +8.9% | +18.5% |
| 6M | +76.9% | +15.3% | +61.5% | +83.9% |
| All | +76.9% | +15.5% | +61.4% | +83.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling