+30.6%
HUM vs MXL
+316.6%
-286.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -1.5% |
| 7D | +4.2% | +1.6% | +2.5% | +4.0% |
| 30D | +10.4% | -7.0% | +17.4% | +10.6% |
| 3M | +15.1% | -33.4% | +48.5% | +16.2% |
| 6M | +120.9% | +260.2% | -139.2% | +104.6% |
| YTD | +57.9% | +260.0% | -202.0% | +45.5% |
| 1Y | +30.6% | +303.5% | -272.9% | +21.1% |
| All | +30.6% | +316.6% | -286.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling