-9.0%
HUM vs MTUM
+114.7%
-123.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | +5.4% | -2.4% | +7.8% | +5.7% |
| 3M | +11.4% | -3.6% | +15.1% | +11.6% |
| 6M | +141.5% | +23.7% | +117.8% | +133.5% |
| YTD | +61.2% | +22.9% | +38.3% | +55.8% |
| 1Y | +49.2% | +21.8% | +27.4% | +44.2% |
| 3Y | -9.0% | +114.4% | -123.5% | -7.9% |
| All | -9.0% | +114.7% | -123.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling