+8.0%
HUM vs MOD
+1,086.9%
-1,078.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.4% | +0.5% |
| 7D | +3.7% | +40.4% | -36.7% | +2.4% |
| 30D | +5.5% | -14.0% | +19.5% | +5.7% |
| 3M | +17.1% | -33.3% | +50.5% | +18.3% |
| 6M | +48.3% | -51.4% | +99.7% | +50.8% |
| YTD | +77.4% | +1.6% | +75.8% | +74.7% |
| 1Y | +92.6% | +5.4% | +87.2% | +89.3% |
| 3Y | -6.1% | +191.0% | -197.1% | -14.8% |
| All | +8.0% | +1,086.9% | -1,078.9% | -19.7% |
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