+277.0%
MTZ vs HUM
-6.7%
+283.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +16.5% | +7.7% | +8.7% | +15.9% |
| 30D | -10.2% | +5.8% | -16.0% | -10.5% |
| 3M | -34.2% | +14.3% | -48.5% | -34.7% |
| 6M | -56.0% | +50.9% | -106.9% | -56.9% |
| YTD | -14.8% | +74.9% | -89.7% | -17.8% |
| 1Y | -7.2% | +86.9% | -94.1% | -10.9% |
| All | +277.0% | -6.7% | +283.6% | +251.6% |
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 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