+67.6%
MA vs HUM
+0.5%
+67.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.5% | -1.4% | -2.0% | -3.3% |
| 30D | +0.7% | +7.5% | -6.8% | -0.1% |
| 3M | +15.8% | +10.2% | +5.6% | +14.3% |
| 6M | +10.2% | +132.5% | -122.3% | -0.4% |
| YTD | -0.5% | +57.6% | -58.1% | -6.4% |
| 1Y | -1.8% | +48.6% | -50.4% | -7.3% |
| 3Y | +38.7% | -11.2% | +49.9% | +39.8% |
| 5Y | +67.6% | +4.8% | +62.8% | +50.7% |
| All | +67.6% | +0.5% | +67.1% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling