+803.2%
MS vs HUM
+148.3%
+654.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | 0.0% | +3.7% | -3.7% | -1.0% |
| 3M | +3.0% | +10.4% | -7.4% | -0.1% |
| 6M | +35.7% | +125.7% | -90.1% | +7.3% |
| YTD | +23.3% | +57.3% | -34.0% | +6.5% |
| 1Y | +44.7% | +48.6% | -4.0% | +25.9% |
| 3Y | +178.0% | -11.3% | +189.3% | +173.2% |
| 5Y | +143.2% | +0.8% | +142.4% | +115.0% |
| 10Y | +803.2% | +146.7% | +656.5% | +409.8% |
| All | +803.2% | +148.3% | +654.9% | +409.8% |
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