+418.8%
META vs HUM
+148.3%
+270.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.3% | +6.7% |
| 7D | +10.3% | -0.2% | +10.5% | +10.3% |
| 30D | +9.9% | +3.7% | +6.2% | +9.2% |
| 3M | +11.9% | +10.4% | +1.5% | +10.1% |
| 6M | +1.2% | +125.7% | -124.6% | -11.2% |
| YTD | -0.8% | +57.3% | -58.1% | -8.5% |
| 1Y | -14.3% | +48.6% | -63.0% | -20.6% |
| 3Y | +121.4% | -11.3% | +132.7% | +120.9% |
| 5Y | +74.5% | +0.8% | +73.6% | +62.0% |
| 10Y | +418.8% | +146.7% | +272.2% | +290.6% |
| All | +418.8% | +148.3% | +270.5% | +290.6% |
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 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