+63.9%
META vs HUM
+2.1%
+61.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +6.0% | +2.1% | +4.0% | +6.0% |
| 30D | +3.6% | +4.7% | -1.1% | +3.5% |
| 3M | +4.9% | +13.5% | -8.6% | +4.5% |
| 6M | -4.7% | +126.7% | -131.4% | -6.8% |
| YTD | -6.9% | +58.5% | -65.4% | -8.5% |
| 1Y | -18.2% | +31.7% | -49.9% | -19.4% |
| 3Y | +107.8% | -10.6% | +118.4% | +104.9% |
| 5Y | +63.9% | +2.5% | +61.4% | +57.5% |
| All | +63.9% | +2.1% | +61.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling