+26.0%
MAR vs HUM
+50.8%
-24.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.7% |
| 7D | -0.5% | +2.1% | -2.6% | -0.6% |
| 30D | -5.4% | +5.4% | -10.8% | -5.5% |
| 3M | -15.5% | +11.4% | -26.9% | -15.9% |
| 6M | +3.0% | +141.5% | -138.5% | -2.5% |
| YTD | +8.5% | +61.2% | -52.7% | +6.3% |
| 1Y | +26.0% | +49.2% | -23.2% | +22.5% |
| All | +26.0% | +50.8% | -24.8% | +22.5% |
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