+93.5%
MTZ vs HUM
+4.2%
+89.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +16.5% | +7.7% | +8.7% | +15.7% |
| 30D | -10.2% | +5.8% | -16.0% | -10.7% |
| 3M | -34.2% | +14.3% | -48.5% | -35.0% |
| 6M | -56.0% | +50.9% | -106.9% | -57.5% |
| YTD | -14.8% | +74.9% | -89.7% | -19.6% |
| 1Y | -7.2% | +86.9% | -94.1% | -13.0% |
| 3Y | +275.8% | -6.7% | +282.4% | +274.1% |
| 5Y | +93.5% | +4.8% | +88.7% | +83.1% |
| All | +93.5% | +4.2% | +89.3% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling