+73.5%
MSFT vs HUM
+0.5%
+73.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.5% | -1.4% | -2.0% | -3.4% |
| 30D | -2.1% | +7.5% | -9.6% | -2.6% |
| 3M | +24.2% | +10.2% | +14.0% | +23.1% |
| 6M | +21.9% | +132.5% | -110.7% | +13.4% |
| YTD | +2.5% | +57.6% | -55.2% | -2.0% |
| 1Y | -0.8% | +48.6% | -49.4% | -4.7% |
| 3Y | +50.8% | -11.2% | +61.9% | +54.5% |
| 5Y | +73.5% | +4.8% | +68.7% | +62.5% |
| All | +73.5% | +0.5% | +73.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling