+626.4%
HUM vs MSCI
+3,180.9%
-2,554.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +3.7% | +2.7% | +1.1% | +3.1% |
| 30D | +5.5% | +17.4% | -11.9% | +1.1% |
| 3M | +17.1% | +14.8% | +2.3% | +12.8% |
| 6M | +48.3% | +16.1% | +32.2% | +41.6% |
| YTD | +77.4% | +16.0% | +61.4% | +68.9% |
| 1Y | +92.6% | +16.4% | +76.1% | +83.2% |
| 3Y | -6.1% | +35.3% | -41.4% | -15.6% |
| 5Y | +6.2% | +6.6% | -0.4% | -1.3% |
| 10Y | +153.6% | +815.7% | -662.1% | +33.4% |
| All | +626.4% | +3,180.9% | -2,554.5% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling