+5,578.4%
HUM vs MSI
+4,035.2%
+1,543.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +4.2% | -3.7% | +7.8% | +4.9% |
| 30D | +10.4% | +6.8% | +3.5% | +8.8% |
| 3M | +15.1% | +14.3% | +0.8% | +11.9% |
| 6M | +120.9% | -1.6% | +122.5% | +120.2% |
| YTD | +57.9% | +22.8% | +35.1% | +50.5% |
| 1Y | +30.6% | -1.1% | +31.7% | +29.7% |
| 3Y | -9.6% | +70.5% | -80.1% | -19.8% |
| 5Y | +1.6% | +102.8% | -101.2% | -13.3% |
| 10Y | +146.4% | +597.4% | -451.0% | +66.8% |
| All | +5,578.4% | +4,035.2% | +1,543.2% | +1,870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling