+147.3%
HUM vs MOD
+920.5%
-773.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.7% |
| 7D | +4.8% | -17.8% | +22.7% | +6.1% |
| 30D | +1.6% | -43.2% | +44.9% | +5.7% |
| 3M | +13.8% | -46.0% | +59.9% | +18.6% |
| 6M | +60.0% | -62.2% | +122.3% | +70.2% |
| YTD | +72.7% | -22.8% | +95.5% | +71.8% |
| 1Y | +86.1% | -35.5% | +121.6% | +87.4% |
| 3Y | -7.8% | +128.2% | -136.1% | -21.7% |
| 5Y | +2.7% | +791.6% | -788.9% | -28.9% |
| 10Y | +147.3% | +886.3% | -739.0% | +52.8% |
| All | +147.3% | +920.5% | -773.2% | +52.8% |
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