+152.3%
HUM vs MSI
+605.3%
-453.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +5.4% | -0.8% | +6.2% | +5.6% |
| 3M | +11.4% | +13.9% | -2.5% | +5.7% |
| 6M | +141.5% | +1.3% | +140.2% | +137.7% |
| YTD | +61.2% | +22.3% | +38.9% | +46.4% |
| 1Y | +49.2% | -3.9% | +53.0% | +49.3% |
| 3Y | -9.0% | +69.9% | -78.9% | -29.6% |
| 5Y | +7.2% | +103.8% | -96.6% | -24.8% |
| All | +152.3% | +605.3% | -453.0% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling