+5.3%
HUM vs MTUM
+78.7%
-73.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +2.1% | +0.7% | +1.3% | +1.9% |
| 30D | +5.4% | -2.4% | +7.8% | +6.0% |
| 3M | +11.4% | -3.6% | +15.1% | +12.0% |
| 6M | +141.5% | +23.7% | +117.8% | +125.0% |
| YTD | +61.2% | +22.9% | +38.3% | +50.1% |
| 1Y | +49.2% | +21.8% | +27.4% | +39.1% |
| 3Y | -9.0% | +114.4% | -123.5% | -32.3% |
| All | +5.3% | +78.7% | -73.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling