+17.7%
MS vs HUM
+89.6%
-71.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +5.1% | +3.7% | +1.3% | +4.5% |
| 30D | +5.7% | +5.5% | +0.2% | +4.9% |
| 3M | -12.2% | +17.1% | -29.3% | -14.2% |
| 6M | -0.5% | +48.3% | -48.8% | -6.0% |
| YTD | +9.8% | +77.4% | -67.6% | -1.1% |
| 1Y | +17.7% | +92.6% | -74.8% | +3.0% |
| All | +17.7% | +89.6% | -71.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling