+26.9%
MMM vs HUM
+6.5%
+20.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | -2.1% | +2.1% | -4.2% | -2.3% |
| 30D | -9.8% | +5.4% | -15.2% | -10.3% |
| 3M | +4.9% | +11.4% | -6.5% | +3.6% |
| 6M | +7.3% | +141.5% | -134.2% | -3.1% |
| YTD | +4.5% | +61.2% | -56.7% | -1.6% |
| 1Y | +5.4% | +49.2% | -43.8% | -0.2% |
| 3Y | +98.6% | -9.0% | +107.6% | +94.6% |
| All | +26.9% | +6.5% | +20.4% | +18.1% |
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