+166.3%
MTZ vs HUM
+1.5%
+164.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -10.3% | +3.7% | -14.0% | -10.6% |
| 3M | -31.8% | +10.4% | -42.2% | -32.5% |
| 6M | -19.2% | +125.7% | -144.9% | -25.4% |
| YTD | +10.7% | +57.3% | -46.6% | +5.3% |
| 1Y | +37.5% | +48.6% | -11.1% | +31.4% |
| 3Y | +162.4% | -11.3% | +173.7% | +163.7% |
| 5Y | +166.3% | +0.8% | +165.5% | +145.9% |
| All | +166.3% | +1.5% | +164.8% | +145.9% |
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 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