+30.6%
HUM vs MDY
+17.9%
+12.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +4.2% | +0.1% | +4.0% | +4.0% |
| 30D | +10.4% | -1.5% | +11.9% | +11.4% |
| 3M | +15.1% | +0.8% | +14.3% | +14.4% |
| 6M | +120.9% | +7.4% | +113.5% | +108.2% |
| YTD | +57.9% | +15.2% | +42.7% | +38.5% |
| 1Y | +30.6% | +16.5% | +14.0% | +15.4% |
| All | +30.6% | +17.9% | +12.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling