+503.0%
MA vs HUM
+152.7%
+350.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.2% |
| 30D | +1.7% | +5.4% | -3.7% | +0.4% |
| 3M | +17.2% | +11.4% | +5.8% | +13.6% |
| 6M | +13.3% | +141.5% | -128.2% | -10.4% |
| YTD | +0.2% | +61.2% | -61.0% | -13.0% |
| 1Y | -2.7% | +49.2% | -51.9% | -14.4% |
| 3Y | +39.1% | -9.0% | +48.1% | +36.7% |
| 5Y | +68.8% | +7.2% | +61.6% | +49.0% |
| All | +503.0% | +152.7% | +350.3% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling