-14.3%
META vs HUM
+30.0%
-44.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.3% | +6.6% |
| 7D | +10.3% | -0.2% | +10.5% | +10.3% |
| 30D | +9.9% | +3.7% | +6.2% | +9.5% |
| 3M | +11.9% | +10.4% | +1.5% | +11.1% |
| 6M | +1.2% | +125.7% | -124.6% | -5.4% |
| YTD | -0.8% | +57.3% | -58.1% | -5.8% |
| 1Y | -14.3% | +48.6% | -63.0% | -18.2% |
| All | -14.3% | +30.0% | -44.4% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling