+224.4%
MRK vs HUM
+152.7%
+71.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.9% |
| 7D | -4.3% | +2.1% | -6.3% | -4.6% |
| 30D | +8.3% | +5.4% | +2.9% | +7.3% |
| 3M | +20.0% | +11.4% | +8.6% | +17.5% |
| 6M | +25.7% | +141.5% | -115.8% | +6.6% |
| YTD | +38.7% | +61.2% | -22.4% | +25.7% |
| 1Y | +74.7% | +49.2% | +25.5% | +59.8% |
| 3Y | +45.4% | -9.0% | +54.4% | +44.0% |
| 5Y | +129.0% | +7.2% | +121.9% | +113.0% |
| All | +224.4% | +152.7% | +71.7% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling