+95.0%
MO vs HUM
-9.4%
+104.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | +0.1% | +2.1% | -1.9% | +0.1% |
| 30D | +7.1% | +5.4% | +1.8% | +7.0% |
| 3M | -2.0% | +11.4% | -13.4% | -2.4% |
| 6M | +7.3% | +141.5% | -134.2% | +3.8% |
| YTD | +23.5% | +61.2% | -37.7% | +21.6% |
| 1Y | +11.0% | +49.2% | -38.2% | +9.8% |
| 3Y | +95.0% | -9.0% | +104.0% | +110.6% |
| All | +95.0% | -9.4% | +104.4% | +110.6% |
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