+6,288.2%
MS vs HUM
+8,501.6%
-2,213.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +1.4% | +4.2% | -2.8% | +0.2% |
| 30D | -0.3% | +10.4% | -10.6% | -3.0% |
| 3M | +0.3% | +15.1% | -14.8% | -3.9% |
| 6M | +31.3% | +120.9% | -89.6% | +4.2% |
| YTD | +24.7% | +57.9% | -33.3% | +7.3% |
| 1Y | +47.9% | +30.6% | +17.4% | +32.6% |
| 3Y | +178.3% | -9.6% | +187.9% | +164.3% |
| 5Y | +144.9% | +1.6% | +143.3% | +119.1% |
| 10Y | +804.5% | +146.4% | +658.1% | +516.3% |
| All | +6,288.2% | +8,501.6% | -2,213.4% | +1,848.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling