+3,665.8%
MRK vs HUM
+5,550.8%
-1,885.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | +11.0% | +7.5% | +3.5% | +9.7% |
| 3M | +22.4% | +10.2% | +12.2% | +20.3% |
| 6M | +25.4% | +132.5% | -107.1% | +9.6% |
| YTD | +39.5% | +57.6% | -18.1% | +28.4% |
| 1Y | +78.0% | +48.6% | +29.4% | +64.7% |
| 3Y | +45.5% | -11.2% | +56.7% | +42.2% |
| 5Y | +130.3% | +4.8% | +125.5% | +117.0% |
| 10Y | +229.8% | +147.1% | +82.7% | +168.1% |
| All | +3,665.8% | +5,550.8% | -1,885.1% | +1,496.8% |
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