+2,424.1%
MTZ vs HUM
+6,169.8%
-3,745.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +16.5% | +7.7% | +8.7% | +14.7% |
| 30D | -10.2% | +5.8% | -16.0% | -11.3% |
| 3M | -34.2% | +14.3% | -48.5% | -36.2% |
| 6M | -56.0% | +50.9% | -106.9% | -59.8% |
| YTD | -14.8% | +74.9% | -89.7% | -25.6% |
| 1Y | -7.2% | +86.9% | -94.1% | -20.2% |
| 3Y | +275.8% | -6.7% | +282.4% | +259.3% |
| 5Y | +93.5% | +4.8% | +88.7% | +77.5% |
| 10Y | +432.7% | +150.1% | +282.6% | +303.9% |
| All | +2,424.1% | +6,169.8% | -3,745.7% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling