+179.1%
MS vs HUM
-11.4%
+190.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | 0.0% | +4.7% | -4.7% | -0.5% |
| 3M | +2.4% | +13.5% | -11.1% | +1.1% |
| 6M | +36.4% | +126.7% | -90.3% | +25.7% |
| YTD | +23.8% | +58.5% | -34.7% | +17.3% |
| 1Y | +48.6% | +31.7% | +16.9% | +42.4% |
| 3Y | +179.1% | -10.6% | +189.8% | +151.3% |
| All | +179.1% | -11.4% | +190.6% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling