+1,925.8%
MRVL vs HUM
+152.7%
+1,773.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.8% | +3.5% |
| 7D | +5.6% | +2.1% | +3.6% | +5.2% |
| 30D | +8.8% | +5.4% | +3.4% | +7.5% |
| 3M | -15.9% | +11.4% | -27.3% | -17.9% |
| 6M | +161.3% | +141.5% | +19.7% | +115.3% |
| YTD | +178.2% | +61.2% | +117.0% | +147.0% |
| 1Y | +255.3% | +49.2% | +206.2% | +218.7% |
| 3Y | +323.1% | -9.0% | +332.2% | +312.7% |
| 5Y | +293.2% | +7.2% | +286.0% | +250.3% |
| All | +1,925.8% | +152.7% | +1,773.1% | +1,434.8% |
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