+2,460.4%
MAR vs HUM
+1,718.8%
+741.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -4.7% | +3.7% | -8.4% | -5.4% |
| 3M | -15.6% | +10.4% | -26.0% | -17.6% |
| 6M | +1.2% | +125.7% | -124.5% | -14.9% |
| YTD | +7.5% | +57.3% | -49.8% | -3.7% |
| 1Y | +26.6% | +48.6% | -22.0% | +14.1% |
| 3Y | +66.0% | -11.3% | +77.3% | +61.0% |
| 5Y | +154.1% | +0.8% | +153.3% | +136.0% |
| 10Y | +441.9% | +146.7% | +295.2% | +312.3% |
| All | +2,460.4% | +1,718.8% | +741.6% | +1,102.6% |
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