-3.8%
MTZ vs HUM
+89.6%
-93.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +5.0% | +3.7% | +1.2% | +4.7% |
| 30D | -6.0% | +5.5% | -11.5% | -6.5% |
| 3M | -36.1% | +17.1% | -53.3% | -37.0% |
| 6M | -56.9% | +48.3% | -105.1% | -57.6% |
| YTD | -15.9% | +77.4% | -93.3% | -20.4% |
| 1Y | -3.8% | +92.6% | -96.4% | -12.1% |
| All | -3.8% | +89.6% | -93.4% | -12.1% |
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 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