-6.9%
HUM vs MSCI
+34.4%
-41.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +6.9% | -1.9% | +8.8% | +7.3% |
| 30D | +3.2% | +16.5% | -13.3% | +0.3% |
| 3M | +20.0% | +18.2% | +1.8% | +16.3% |
| 6M | +63.5% | +14.0% | +49.5% | +58.6% |
| YTD | +75.9% | +16.6% | +59.3% | +69.1% |
| 1Y | +85.7% | +14.8% | +70.9% | +78.9% |
| All | -6.9% | +34.4% | -41.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling