+243.8%
MET vs HUM
+152.7%
+91.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.2% |
| 7D | -0.5% | +2.1% | -2.5% | -1.1% |
| 30D | +0.5% | +5.4% | -4.9% | -1.0% |
| 3M | +11.6% | +11.4% | +0.2% | +7.8% |
| 6M | +40.8% | +141.5% | -100.7% | +8.3% |
| YTD | +25.7% | +61.2% | -35.5% | +7.2% |
| 1Y | +24.4% | +49.2% | -24.8% | +7.7% |
| 3Y | +67.5% | -9.0% | +76.5% | +64.0% |
| 5Y | +85.8% | +7.2% | +78.6% | +61.5% |
| All | +243.8% | +152.7% | +91.1% | +111.7% |
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