+2,000.3%
HUM vs MKTX
+1,442.6%
+557.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +5.4% | +0.7% | +4.7% | +5.3% |
| 3M | +11.4% | +40.8% | -29.4% | +4.8% |
| 6M | +141.5% | -8.0% | +149.5% | +142.5% |
| YTD | +61.2% | -8.7% | +69.9% | +62.0% |
| 1Y | +49.2% | -11.8% | +61.0% | +50.5% |
| 3Y | -9.0% | -24.0% | +15.0% | -7.8% |
| 5Y | +7.2% | -60.3% | +67.5% | +18.5% |
| 10Y | +152.7% | +5.0% | +147.7% | +132.1% |
| All | +2,000.3% | +1,442.6% | +557.7% | +1,030.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling