+956.8%
MSTR vs HUM
+1,597.5%
-640.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.7% |
| 7D | -13.4% | +3.7% | -17.2% | -14.0% |
| 30D | -22.1% | +5.5% | -27.6% | -22.8% |
| 3M | +15.0% | +17.1% | -2.2% | +11.6% |
| 6M | -37.3% | +48.3% | -85.6% | -41.9% |
| YTD | -26.5% | +77.4% | -103.9% | -34.9% |
| 1Y | -46.5% | +92.6% | -139.0% | -53.4% |
| 3Y | +121.1% | -6.1% | +127.2% | +113.8% |
| 5Y | +37.5% | +6.2% | +31.3% | +29.3% |
| 10Y | +467.3% | +153.6% | +313.7% | +348.3% |
| All | +956.8% | +1,597.5% | -640.7% | +346.7% |
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