+48.6%
HUM vs MLM
-18.7%
+67.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +3.7% | -8.3% | +12.0% | +4.6% |
| 3M | +10.4% | -12.0% | +22.4% | +11.3% |
| 6M | +125.7% | -17.6% | +143.4% | +132.4% |
| YTD | +57.3% | -18.9% | +76.2% | +58.3% |
| 1Y | +48.6% | -17.6% | +66.3% | +43.6% |
| All | +48.6% | -18.7% | +67.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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