+45.4%
MRK vs HUM
-9.4%
+54.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.7% |
| 7D | -4.3% | +2.1% | -6.3% | -4.4% |
| 30D | +8.3% | +5.4% | +2.9% | +8.0% |
| 3M | +20.0% | +11.4% | +8.6% | +19.2% |
| 6M | +25.7% | +141.5% | -115.8% | +19.4% |
| YTD | +38.7% | +61.2% | -22.4% | +34.8% |
| 1Y | +74.7% | +49.2% | +25.5% | +70.1% |
| 3Y | +45.4% | -9.0% | +54.4% | +39.1% |
| All | +45.4% | -9.4% | +54.7% | +39.1% |
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 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