+13,824.1%
MA vs HUM
+830.7%
+12,993.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.7% | +4.2% | -6.9% | -3.8% |
| 30D | +1.5% | +10.4% | -8.8% | -1.2% |
| 3M | +20.4% | +15.1% | +5.4% | +15.4% |
| 6M | +11.1% | +120.9% | -109.8% | -11.3% |
| YTD | +2.0% | +57.9% | -56.0% | -11.9% |
| 1Y | -2.2% | +30.6% | -32.7% | -11.9% |
| 3Y | +41.9% | -9.6% | +51.5% | +35.7% |
| 5Y | +75.4% | +1.6% | +73.8% | +57.7% |
| 10Y | +527.5% | +146.4% | +381.1% | +324.1% |
| All | +13,824.1% | +830.7% | +12,993.4% | +4,958.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling