+674.0%
MRNA vs HUM
+39.6%
+634.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +5.1% |
| 7D | -1.1% | +2.1% | -3.1% | -1.3% |
| 30D | +126.1% | +5.4% | +120.7% | +124.7% |
| 3M | +190.0% | +11.4% | +178.6% | +186.0% |
| 6M | +157.2% | +141.5% | +15.7% | +130.7% |
| YTD | +388.2% | +61.2% | +327.0% | +355.5% |
| 1Y | +467.0% | +49.2% | +417.9% | +431.1% |
| 3Y | +36.1% | -9.0% | +45.1% | +30.6% |
| 5Y | -68.0% | +7.2% | -75.1% | -69.6% |
| All | +674.0% | +39.6% | +634.5% | +611.9% |
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 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