+2,082.2%
HUM vs MLM
+2,961.7%
-879.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | +4.2% | -2.9% | +7.1% | +4.9% |
| 30D | +10.4% | -6.8% | +17.2% | +12.3% |
| 3M | +15.1% | -11.2% | +26.3% | +18.0% |
| 6M | +120.9% | -21.8% | +142.8% | +133.6% |
| YTD | +57.9% | -17.0% | +74.9% | +64.0% |
| 1Y | +30.6% | -16.4% | +46.9% | +35.5% |
| 3Y | -9.6% | +14.5% | -24.1% | -15.0% |
| 5Y | +1.6% | +41.7% | -40.2% | -11.5% |
| 10Y | +146.4% | +200.0% | -53.6% | +66.4% |
| All | +2,082.2% | +2,961.7% | -879.5% | +732.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling