+152.3%
HUM vs MSCI
+634.9%
-482.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +2.1% | -3.2% | +5.3% | +3.0% |
| 30D | +5.4% | -1.1% | +6.5% | +5.6% |
| 3M | +11.4% | -6.3% | +17.8% | +12.7% |
| 6M | +141.5% | +2.1% | +139.4% | +137.9% |
| YTD | +61.2% | -2.3% | +63.4% | +60.3% |
| 1Y | +49.2% | -3.9% | +53.1% | +48.8% |
| 3Y | -9.0% | +7.5% | -16.5% | -14.2% |
| 5Y | +7.2% | -9.8% | +16.9% | +3.7% |
| All | +152.3% | +634.9% | -482.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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