+49.1%
MSFT vs HUM
-11.4%
+60.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.5% | -1.4% | -2.0% | -3.4% |
| 30D | -2.1% | +7.5% | -9.6% | -2.3% |
| 3M | +24.2% | +10.2% | +14.0% | +23.7% |
| 6M | +21.9% | +132.5% | -110.7% | +18.5% |
| YTD | +2.5% | +57.6% | -55.2% | +0.6% |
| 1Y | -0.8% | +48.6% | -49.4% | -2.3% |
| All | +49.1% | -11.4% | +60.5% | +48.0% |
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 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