+287.2%
MSTR vs HUM
-11.5%
+298.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | +7.7% | -0.2% | +8.0% | +7.8% |
| 30D | +36.3% | +3.7% | +32.6% | +35.7% |
| 3M | +13.4% | +10.4% | +3.0% | +11.9% |
| 6M | -4.5% | +125.7% | -130.2% | -15.6% |
| YTD | -12.7% | +57.3% | -70.0% | -19.3% |
| 1Y | -59.6% | +48.6% | -108.2% | -62.5% |
| All | +287.2% | -11.5% | +298.8% | +302.8% |
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 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