+1,593.8%
META vs HUM
+557.0%
+1,036.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +3.3% | +4.8% | -1.6% | +2.5% |
| 30D | -10.8% | +1.6% | -12.4% | -11.0% |
| 3M | +7.9% | +13.8% | -5.9% | +5.5% |
| 6M | +5.4% | +60.0% | -54.6% | -2.5% |
| YTD | -2.6% | +72.7% | -75.3% | -11.8% |
| 1Y | +1.9% | +86.1% | -84.3% | -9.0% |
| 3Y | +97.0% | -7.8% | +104.8% | +94.4% |
| 5Y | +97.6% | +2.7% | +94.9% | +85.2% |
| 10Y | +436.0% | +147.3% | +288.7% | +310.9% |
| All | +1,593.8% | +557.0% | +1,036.7% | +1,024.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling