+27.1%
MTZ vs HUM
+50.8%
-23.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.3% | +3.3% |
| 7D | +1.4% | +2.1% | -0.7% | +1.2% |
| 30D | -14.5% | +5.4% | -19.9% | -14.9% |
| 3M | -32.9% | +11.4% | -44.4% | -33.5% |
| 6M | -20.8% | +141.5% | -162.4% | -27.3% |
| YTD | +10.6% | +61.2% | -50.6% | +5.2% |
| 1Y | +27.1% | +49.2% | -22.1% | +22.6% |
| All | +27.1% | +50.8% | -23.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling