+462.9%
META vs HUM
+153.9%
+309.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | +5.2% | +3.7% | +1.4% | +4.6% |
| 30D | -13.0% | +5.5% | -18.5% | -13.7% |
| 3M | +7.9% | +17.1% | -9.2% | +5.2% |
| 6M | +4.2% | +48.3% | -44.0% | -2.2% |
| YTD | -2.5% | +77.4% | -79.9% | -12.0% |
| 1Y | +5.6% | +92.6% | -87.0% | -6.1% |
| 3Y | +96.8% | -6.1% | +102.9% | +96.1% |
| 5Y | +90.0% | +6.2% | +83.8% | +77.0% |
| All | +462.9% | +153.9% | +309.1% | +337.3% |
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