+0.8%
HUM vs MSCI
-11.2%
+12.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -0.2% | -1.1% | +0.8% | -0.1% |
| 30D | +3.7% | -1.2% | +4.9% | +3.9% |
| 3M | +10.4% | -8.4% | +18.8% | +11.6% |
| 6M | +125.7% | -1.0% | +126.8% | +124.8% |
| YTD | +57.3% | -2.3% | +59.6% | +56.7% |
| 1Y | +48.6% | -1.2% | +49.8% | +47.6% |
| 3Y | -11.3% | +7.9% | -19.2% | -14.1% |
| 5Y | +0.8% | -10.1% | +10.9% | -3.9% |
| All | +0.8% | -11.2% | +12.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling