+534.4%
HUM vs MTUM
+604.3%
-69.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.6% |
| 7D | +2.1% | +0.7% | +1.3% | +1.7% |
| 30D | +5.4% | -2.4% | +7.8% | +6.6% |
| 3M | +11.4% | -3.6% | +15.1% | +12.6% |
| 6M | +141.5% | +23.7% | +117.8% | +110.1% |
| YTD | +61.2% | +22.9% | +38.3% | +40.0% |
| 1Y | +49.2% | +21.8% | +27.4% | +29.9% |
| 3Y | -9.0% | +114.4% | -123.5% | -46.8% |
| 5Y | +7.2% | +79.6% | -72.4% | -30.3% |
| 10Y | +152.7% | +356.2% | -203.6% | -22.6% |
| All | +534.4% | +604.3% | -69.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling