+7,707.7%
MDT vs HUM
+5,678.7%
+2,028.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.1% |
| 7D | -3.4% | +2.1% | -5.5% | -3.7% |
| 30D | +0.2% | +5.4% | -5.2% | -0.7% |
| 3M | +14.3% | +11.4% | +2.8% | +11.9% |
| 6M | +4.0% | +141.5% | -137.5% | -10.6% |
| YTD | -3.7% | +61.2% | -64.9% | -12.2% |
| 1Y | -0.4% | +49.2% | -49.5% | -8.4% |
| 3Y | +23.3% | -9.0% | +32.4% | +19.9% |
| 5Y | -18.9% | +7.2% | -26.1% | -24.4% |
| 10Y | +39.2% | +152.7% | -113.5% | +11.8% |
| All | +7,707.7% | +5,678.7% | +2,028.9% | +3,175.4% |
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