+5,735.7%
HUM vs MAS
+1,664.8%
+4,071.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.5% |
| 7D | -1.2% | +4.6% | -5.7% | -2.3% |
| 30D | +2.1% | +19.9% | -17.8% | -2.6% |
| 3M | +13.4% | +8.9% | +4.5% | +10.6% |
| 6M | +72.7% | +20.2% | +52.5% | +63.3% |
| YTD | +62.3% | +33.9% | +28.4% | +48.5% |
| 1Y | +57.5% | +34.7% | +22.8% | +43.9% |
| 3Y | -10.5% | +60.4% | -70.8% | -23.1% |
| 5Y | -4.5% | +43.5% | -47.9% | -17.6% |
| 10Y | +167.8% | +226.7% | -58.9% | +84.4% |
| All | +5,735.7% | +1,664.8% | +4,071.0% | +2,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling