+4.8%
HUM vs MSI
+100.4%
-95.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.4% | -1.8% | +0.3% | -1.0% |
| 30D | +7.5% | -0.6% | +8.1% | +7.6% |
| 3M | +10.2% | +13.0% | -2.8% | +6.6% |
| 6M | +132.5% | +0.5% | +132.0% | +131.4% |
| YTD | +57.6% | +21.7% | +35.9% | +47.0% |
| 1Y | +48.6% | -2.6% | +51.2% | +49.1% |
| 3Y | -11.2% | +69.7% | -80.8% | -27.4% |
| 5Y | +4.8% | +102.8% | -98.0% | -20.4% |
| All | +4.8% | +100.4% | -95.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling