+211.7%
MRSH vs HUM
+152.7%
+59.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -4.8% | +2.1% | -6.8% | -5.1% |
| 30D | -6.3% | +5.4% | -11.7% | -7.4% |
| 3M | +5.8% | +11.4% | -5.6% | +3.1% |
| 6M | +2.8% | +141.5% | -138.7% | -15.5% |
| YTD | -3.1% | +61.2% | -64.3% | -13.8% |
| 1Y | -11.3% | +49.2% | -60.4% | -20.3% |
| 3Y | -5.0% | -9.0% | +4.1% | -6.3% |
| 5Y | +19.2% | +7.2% | +12.0% | +9.3% |
| All | +211.7% | +152.7% | +59.0% | +134.8% |
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 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