+2.5%
HUM vs MOD
+1,517.7%
-1,515.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +2.1% | +6.3% | -4.2% | +1.9% |
| 30D | +4.7% | -1.7% | +6.4% | +4.7% |
| 3M | +13.5% | -30.1% | +43.6% | +14.6% |
| 6M | +126.7% | +2.7% | +124.0% | +124.8% |
| YTD | +58.5% | +44.1% | +14.5% | +54.9% |
| 1Y | +31.7% | +38.7% | -7.0% | +28.6% |
| 3Y | -10.6% | +309.8% | -320.4% | -19.8% |
| 5Y | +2.5% | +1,569.7% | -1,567.2% | -24.7% |
| All | +2.5% | +1,517.7% | -1,515.3% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling