+265.1%
MU vs HUM
+51.1%
+214.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -19.1% | +1.6% | -20.7% | -19.2% |
| 30D | -25.2% | +3.5% | -28.8% | -25.3% |
| 3M | -10.9% | +15.5% | -26.4% | -11.7% |
| 6M | +38.0% | +76.2% | -38.2% | +36.1% |
| YTD | +178.8% | +64.5% | +114.3% | +167.0% |
| 1Y | +265.1% | +50.0% | +215.1% | +241.9% |
| All | +265.1% | +51.1% | +214.1% | +241.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling