+168.3%
MTZ vs HUM
-11.4%
+179.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +3.6% | +2.1% | +1.5% | +3.4% |
| 30D | -9.6% | +4.7% | -14.3% | -9.9% |
| 3M | -31.9% | +13.5% | -45.4% | -32.4% |
| 6M | -13.8% | +126.7% | -140.5% | -18.4% |
| YTD | +13.3% | +58.5% | -45.3% | +9.3% |
| 1Y | +39.3% | +31.7% | +7.5% | +35.7% |
| 3Y | +168.3% | -10.6% | +179.0% | +188.9% |
| All | +168.3% | -11.4% | +179.8% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling