+152.3%
HUM vs MTB
+173.8%
-21.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.2% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +5.4% | -4.8% | +10.2% | +6.7% |
| 3M | +11.4% | +6.0% | +5.5% | +9.7% |
| 6M | +141.5% | +19.6% | +121.9% | +130.5% |
| YTD | +61.2% | +21.5% | +39.7% | +53.1% |
| 1Y | +49.2% | +24.7% | +24.4% | +40.5% |
| 3Y | -9.0% | +108.6% | -117.6% | -25.6% |
| 5Y | +7.2% | +106.7% | -99.5% | -15.3% |
| All | +152.3% | +173.8% | -21.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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