+7.3%
META vs HUM
+61.7%
-54.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | +3.3% | +4.8% | -1.6% | +2.9% |
| 30D | -10.8% | +1.6% | -12.4% | -10.9% |
| 3M | +7.9% | +13.8% | -5.9% | +7.3% |
| All | +7.3% | +61.7% | -54.4% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling