+3,087.2%
MMM vs HUM
+6,259.1%
-3,171.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -0.4% | +3.7% | -4.1% | -0.9% |
| 30D | +12.1% | +5.5% | +6.6% | +11.3% |
| 3M | +1.4% | +17.1% | -15.7% | -1.0% |
| 6M | +26.6% | +48.3% | -21.7% | +19.2% |
| YTD | +16.8% | +77.4% | -60.6% | +6.4% |
| 1Y | +10.1% | +92.6% | -82.5% | -0.9% |
| 3Y | +158.4% | -6.1% | +164.5% | +151.2% |
| 5Y | +43.1% | +6.2% | +36.8% | +35.1% |
| 10Y | +74.2% | +153.6% | -79.5% | +44.3% |
| All | +3,087.2% | +6,259.1% | -3,171.9% | +1,431.2% |
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 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