+5,556.9%
HUM vs MTB
+8,229.7%
-2,672.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | +3.7% | -4.6% | +8.3% | +5.1% |
| 3M | +10.4% | +6.3% | +4.1% | +8.4% |
| 6M | +125.7% | +15.6% | +110.1% | +116.1% |
| YTD | +57.3% | +20.6% | +36.8% | +48.6% |
| 1Y | +48.6% | +22.5% | +26.1% | +39.4% |
| 3Y | -11.3% | +114.4% | -125.7% | -30.4% |
| 5Y | +0.8% | +101.9% | -101.1% | -22.4% |
| 10Y | +146.7% | +170.4% | -23.8% | +62.4% |
| All | +5,556.9% | +8,229.7% | -2,672.8% | +1,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling