+108.3%
META vs HUM
-10.9%
+119.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +6.7% | +4.2% | +2.6% | +6.6% |
| 30D | +4.8% | +10.4% | -5.6% | +4.4% |
| 3M | -1.6% | +15.1% | -16.7% | -1.9% |
| 6M | -7.5% | +120.9% | -128.4% | -9.2% |
| YTD | -6.4% | +57.9% | -64.3% | -7.9% |
| 1Y | -17.3% | +30.6% | -47.9% | -18.6% |
| All | +108.3% | -10.9% | +119.2% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling