+5.3%
HUM vs MTCH
-73.3%
+78.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +5.4% | +15.9% | -10.5% | +4.1% |
| 3M | +11.4% | +23.3% | -11.9% | +9.3% |
| 6M | +141.5% | +40.1% | +101.4% | +134.5% |
| YTD | +61.2% | +33.6% | +27.6% | +57.0% |
| 1Y | +49.2% | +14.1% | +35.1% | +46.9% |
| 3Y | -9.0% | +1.4% | -10.5% | -10.7% |
| All | +5.3% | -73.3% | +78.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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