+545.7%
MS vs HUM
+146.0%
+399.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.7% |
| 7D | +0.8% | +4.8% | -4.0% | -0.5% |
| 30D | -0.7% | +1.6% | -2.3% | -1.3% |
| 3M | -12.4% | +13.8% | -26.2% | -15.7% |
| 6M | -1.7% | +60.0% | -61.8% | -14.1% |
| YTD | +8.0% | +72.7% | -64.6% | -9.0% |
| 1Y | +16.2% | +86.1% | -69.9% | -4.4% |
| 3Y | +171.3% | -7.8% | +179.1% | +166.2% |
| 5Y | +124.8% | +2.7% | +122.1% | +101.1% |
| All | +545.7% | +146.0% | +399.7% | +333.7% |
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