+878.4%
MSFT vs HUM
+152.7%
+725.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | +0.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.2% |
| 30D | +0.8% | +5.4% | -4.6% | -0.3% |
| 3M | +27.2% | +11.4% | +15.8% | +24.0% |
| 6M | +22.9% | +141.5% | -118.6% | +0.8% |
| YTD | +3.1% | +61.2% | -58.1% | -8.7% |
| 1Y | -0.3% | +49.2% | -49.4% | -10.7% |
| 3Y | +50.1% | -9.0% | +59.1% | +49.2% |
| 5Y | +74.6% | +7.2% | +67.5% | +57.6% |
| All | +878.4% | +152.7% | +725.7% | +614.4% |
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 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