+15,819.0%
MA vs HUM
+945.3%
+14,873.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.3% | +3.7% | -2.4% | +0.3% |
| 30D | +9.6% | +5.5% | +4.1% | +7.9% |
| 3M | +16.8% | +17.1% | -0.4% | +11.6% |
| 6M | +35.2% | +48.3% | -13.1% | +20.5% |
| YTD | +16.6% | +77.4% | -60.8% | -2.7% |
| 1Y | +19.8% | +92.6% | -72.8% | -2.4% |
| 3Y | +70.7% | -6.1% | +76.8% | +62.0% |
| 5Y | +87.4% | +6.2% | +81.2% | +66.8% |
| 10Y | +570.0% | +153.6% | +416.4% | +349.0% |
| All | +15,819.0% | +945.3% | +14,873.8% | +5,488.0% |
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