+19.8%
MA vs HUM
+89.6%
-69.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +1.3% | +3.7% | -2.4% | +0.9% |
| 30D | +9.6% | +5.5% | +4.1% | +9.0% |
| 3M | +16.8% | +17.1% | -0.4% | +14.8% |
| 6M | +35.2% | +48.3% | -13.1% | +28.9% |
| YTD | +16.6% | +77.4% | -60.8% | +7.2% |
| 1Y | +19.8% | +92.6% | -72.8% | +5.6% |
| All | +19.8% | +89.6% | -69.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling