+49.2%
HUM vs MDY
+14.6%
+34.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +2.1% | -1.9% | +3.9% | +3.2% |
| 30D | +5.4% | -4.6% | +10.0% | +8.3% |
| 3M | +11.4% | -1.2% | +12.6% | +12.1% |
| 6M | +141.5% | +9.2% | +132.3% | +124.4% |
| YTD | +61.2% | +13.1% | +48.1% | +44.9% |
| 1Y | +49.2% | +13.0% | +36.1% | +37.6% |
| All | +49.2% | +14.6% | +34.6% | +37.6% |
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