+146.7%
HUM vs MOD
+1,486.8%
-1,340.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.5% |
| 7D | -0.2% | +3.6% | -3.8% | -0.5% |
| 30D | +3.7% | -2.6% | +6.4% | +3.8% |
| 3M | +10.4% | -33.1% | +43.6% | +13.4% |
| 6M | +125.7% | -7.5% | +133.2% | +124.3% |
| YTD | +57.3% | +39.3% | +18.0% | +50.4% |
| 1Y | +48.6% | +34.3% | +14.4% | +41.7% |
| 3Y | -11.3% | +296.2% | -307.5% | -27.6% |
| 5Y | +0.8% | +1,504.6% | -1,503.8% | -33.2% |
| 10Y | +146.7% | +1,511.5% | -1,364.9% | +36.0% |
| All | +146.7% | +1,486.8% | -1,340.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling