+481.0%
MSTR vs HUM
+153.9%
+327.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.8% |
| 7D | -13.4% | +3.7% | -17.2% | -14.2% |
| 30D | -22.1% | +5.5% | -27.6% | -23.0% |
| 3M | +15.0% | +17.1% | -2.2% | +10.9% |
| 6M | -37.3% | +48.3% | -85.6% | -43.0% |
| YTD | -26.5% | +77.4% | -103.9% | -37.1% |
| 1Y | -46.5% | +92.6% | -139.0% | -55.2% |
| 3Y | +121.1% | -6.1% | +127.2% | +117.3% |
| 5Y | +37.5% | +6.2% | +31.3% | +28.4% |
| All | +481.0% | +153.9% | +327.1% | +361.8% |
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