-9.0%
HUM vs MDY
+48.5%
-57.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +2.1% | -1.9% | +3.9% | +2.8% |
| 30D | +5.4% | -4.6% | +10.0% | +7.4% |
| 3M | +11.4% | -1.2% | +12.6% | +11.9% |
| 6M | +141.5% | +9.2% | +132.3% | +132.2% |
| YTD | +61.2% | +13.1% | +48.1% | +53.0% |
| 1Y | +49.2% | +13.0% | +36.1% | +41.6% |
| 3Y | -9.0% | +49.2% | -58.3% | -13.0% |
| All | -9.0% | +48.5% | -57.5% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling