+9.0%
MSFT vs HUM
+51.1%
-42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +4.7% | +1.6% | +3.1% | +4.6% |
| 30D | +5.8% | +3.5% | +2.3% | +5.7% |
| 3M | +13.0% | +15.5% | -2.5% | +12.9% |
| 6M | +34.9% | +76.2% | -41.3% | +36.4% |
| YTD | +15.7% | +64.5% | -48.9% | +14.7% |
| 1Y | +9.0% | +50.0% | -41.1% | +8.4% |
| All | +9.0% | +51.1% | -42.1% | +8.4% |
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