+3,134.4%
MTZ vs HUM
+5,562.3%
-2,427.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -1.6% | +4.2% | -5.7% | -2.4% |
| 30D | -11.1% | +10.4% | -21.4% | -12.9% |
| 3M | -36.7% | +15.1% | -51.8% | -38.6% |
| 6M | -21.9% | +120.9% | -142.9% | -34.2% |
| YTD | +9.1% | +57.9% | -48.8% | -2.4% |
| 1Y | +30.0% | +30.6% | -0.6% | +20.1% |
| 3Y | +138.5% | -9.6% | +148.1% | +130.1% |
| 5Y | +158.3% | +1.6% | +156.8% | +139.0% |
| 10Y | +700.8% | +146.4% | +554.3% | +511.4% |
| All | +3,134.4% | +5,562.3% | -2,427.9% | +1,062.7% |
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