+1,252.0%
MSTR vs HUM
+1,411.4%
-159.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +12.2% | +4.2% | +8.0% | +11.3% |
| 30D | +45.2% | +10.4% | +34.8% | +42.6% |
| 3M | +10.4% | +15.1% | -4.7% | +7.4% |
| 6M | -2.5% | +120.9% | -123.4% | -16.3% |
| YTD | -6.0% | +57.9% | -64.0% | -14.9% |
| 1Y | -56.4% | +30.6% | -87.0% | -59.4% |
| 3Y | +306.3% | -9.6% | +315.9% | +295.3% |
| 5Y | +100.5% | +1.6% | +98.9% | +90.4% |
| 10Y | +741.1% | +146.4% | +594.6% | +569.0% |
| All | +1,252.0% | +1,411.4% | -159.5% | +484.1% |
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 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