+50.0%
HUM vs MKTX
+5.4%
+44.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +3.5% | +1.0% | +2.6% | +3.5% |
| 3M | +15.5% | +2.5% | +13.0% | +15.5% |
| 6M | +76.2% | +8.0% | +68.2% | +77.9% |
| YTD | +64.5% | -7.3% | +71.8% | +69.9% |
| 1Y | +50.0% | +4.7% | +45.4% | +57.0% |
| All | +50.0% | +5.4% | +44.6% | +57.0% |
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