+86.1%
HUM vs MOD
-35.8%
+122.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.6% |
| 7D | +4.8% | -17.8% | +22.7% | +5.4% |
| 30D | +1.6% | -43.2% | +44.9% | +3.6% |
| 3M | +13.8% | -46.0% | +59.9% | +16.1% |
| 6M | +60.0% | -62.2% | +122.3% | +64.2% |
| YTD | +72.7% | -22.8% | +95.5% | +65.7% |
| 1Y | +86.1% | -35.5% | +121.6% | +80.0% |
| All | +86.1% | -35.8% | +122.0% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling