+30.6%
HUM vs MKTX
-8.5%
+39.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.2% | +0.4% | +3.7% | +4.2% |
| 30D | +10.4% | +1.1% | +9.3% | +10.4% |
| 3M | +15.1% | +36.1% | -21.0% | +15.4% |
| 6M | +120.9% | -12.9% | +133.8% | +128.6% |
| YTD | +57.9% | -8.5% | +66.5% | +62.9% |
| 1Y | +30.6% | -7.5% | +38.1% | +36.9% |
| All | +30.6% | -8.5% | +39.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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