+48.6%
HUM vs MSCI
-2.9%
+51.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -1.4% | -4.7% | +3.3% | -0.6% |
| 30D | +7.5% | -2.2% | +9.6% | +7.8% |
| 3M | +10.2% | -9.7% | +19.9% | +11.8% |
| 6M | +132.5% | +0.3% | +132.3% | +127.8% |
| YTD | +57.6% | -3.5% | +61.1% | +53.9% |
| 1Y | +48.6% | -1.4% | +50.0% | +44.7% |
| All | +48.6% | -2.9% | +51.4% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling