+30.6%
HUM vs MSI
-0.7%
+31.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.3% |
| 7D | +4.2% | -3.7% | +7.8% | +3.9% |
| 30D | +10.4% | +6.8% | +3.5% | +10.9% |
| 3M | +15.1% | +14.3% | +0.8% | +16.3% |
| 6M | +120.9% | -1.6% | +122.5% | +125.6% |
| YTD | +57.9% | +22.8% | +35.1% | +55.1% |
| 1Y | +30.6% | -1.1% | +31.7% | +28.3% |
| All | +30.6% | -0.7% | +31.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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