+433.8%
MAR vs HUM
+152.7%
+281.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.2% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | -5.4% | +5.4% | -10.8% | -6.5% |
| 3M | -15.5% | +11.4% | -26.9% | -17.8% |
| 6M | +3.0% | +141.5% | -138.5% | -16.5% |
| YTD | +8.5% | +61.2% | -52.7% | -4.3% |
| 1Y | +26.0% | +49.2% | -23.2% | +12.4% |
| 3Y | +68.6% | -9.0% | +77.6% | +66.3% |
| 5Y | +157.4% | +7.2% | +150.2% | +131.3% |
| All | +433.8% | +152.7% | +281.1% | +277.1% |
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