+14,834.6%
MO vs HUM
+5,550.8%
+9,283.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | +5.8% | +7.5% | -1.7% | +4.8% |
| 3M | -4.5% | +10.2% | -14.7% | -5.8% |
| 6M | +5.7% | +132.5% | -126.8% | -5.3% |
| YTD | +23.1% | +57.6% | -34.5% | +15.0% |
| 1Y | +10.9% | +48.6% | -37.7% | +4.0% |
| 3Y | +96.1% | -11.2% | +107.3% | +92.7% |
| 5Y | +100.1% | +4.8% | +95.3% | +90.4% |
| 10Y | +114.0% | +147.1% | -33.1% | +80.5% |
| All | +14,834.6% | +5,550.8% | +9,283.8% | +7,074.5% |
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