+131,933.9%
MSFT vs HUM
+5,584.1%
+126,349.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -1.4% | +2.1% | -3.5% | -1.7% |
| 30D | -1.0% | +4.7% | -5.7% | -1.7% |
| 3M | +20.2% | +13.5% | +6.7% | +17.9% |
| 6M | +21.3% | +126.7% | -105.4% | +7.6% |
| YTD | +2.8% | +58.5% | -55.8% | -4.8% |
| 1Y | 0.0% | +31.7% | -31.8% | -5.5% |
| 3Y | +51.2% | -10.6% | +61.9% | +47.9% |
| 5Y | +71.4% | +2.5% | +69.0% | +62.8% |
| 10Y | +868.6% | +148.7% | +719.9% | +712.7% |
| All | +131,933.9% | +5,584.1% | +126,349.7% | +66,435.0% |
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 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