+542.0%
MS vs HUM
+153.9%
+388.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +5.1% | +3.7% | +1.3% | +4.0% |
| 30D | +5.7% | +5.5% | +0.2% | +4.1% |
| 3M | -12.2% | +17.1% | -29.3% | -16.1% |
| 6M | -0.5% | +48.3% | -48.8% | -11.1% |
| YTD | +9.8% | +77.4% | -67.6% | -8.1% |
| 1Y | +17.7% | +92.6% | -74.8% | -4.0% |
| 3Y | +176.8% | -6.1% | +182.9% | +170.7% |
| 5Y | +123.7% | +6.2% | +117.5% | +98.1% |
| All | +542.0% | +153.9% | +388.1% | +336.9% |
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 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