-37.3%
MSTR vs HUM
+51.5%
-88.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.6% |
| 7D | -13.4% | +3.7% | -17.2% | -13.9% |
| 30D | -22.1% | +5.5% | -27.6% | -22.7% |
| 3M | +15.0% | +17.1% | -2.2% | +14.5% |
| 6M | -37.3% | +48.3% | -85.6% | -35.1% |
| All | -37.3% | +51.5% | -88.8% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling