+158.4%
MMM vs HUM
-5.3%
+163.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -0.4% | +3.7% | -4.1% | -0.7% |
| 30D | +12.1% | +5.5% | +6.6% | +11.6% |
| 3M | +1.4% | +17.1% | -15.7% | -0.2% |
| 6M | +26.6% | +48.3% | -21.7% | +21.4% |
| YTD | +16.8% | +77.4% | -60.6% | +9.3% |
| 1Y | +10.1% | +92.6% | -82.5% | +2.0% |
| 3Y | +158.4% | -6.1% | +164.5% | +144.2% |
| All | +158.4% | -5.3% | +163.7% | +144.2% |
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 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