+6,046.8%
HUM vs MAS
+1,630.9%
+4,415.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +5.8% |
| 7D | +4.6% | +2.0% | +2.7% | +4.0% |
| 30D | +9.6% | +19.4% | -9.8% | +4.6% |
| 3M | +18.4% | +9.4% | +8.9% | +15.2% |
| 6M | +76.9% | +15.3% | +61.5% | +68.9% |
| YTD | +71.0% | +31.3% | +39.7% | +57.1% |
| 1Y | +75.0% | +34.9% | +40.1% | +59.8% |
| 3Y | -7.7% | +58.6% | -66.3% | -20.5% |
| 5Y | +0.6% | +40.7% | -40.1% | -12.8% |
| 10Y | +182.1% | +220.4% | -38.3% | +95.1% |
| All | +6,046.8% | +1,630.9% | +4,415.9% | +2,422.4% |
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