+2,532.0%
HUM vs MKSI
+2,222.5%
+309.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | +5.4% | -12.8% | +18.2% | +7.0% |
| 3M | +11.4% | -22.5% | +33.9% | +14.0% |
| 6M | +141.5% | +19.4% | +122.1% | +133.2% |
| YTD | +61.2% | +67.7% | -6.5% | +48.3% |
| 1Y | +49.2% | +131.4% | -82.3% | +30.8% |
| 3Y | -9.0% | +197.3% | -206.4% | -25.8% |
| 5Y | +7.2% | +87.0% | -79.8% | -9.5% |
| 10Y | +152.7% | +522.1% | -369.4% | +73.0% |
| All | +2,532.0% | +2,222.5% | +309.5% | +1,409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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