+4,407.5%
MU vs HUM
+153.9%
+4,253.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +12.8% | +3.7% | +9.0% | +11.9% |
| 30D | -14.9% | +5.5% | -20.4% | -15.8% |
| 3M | -18.0% | +17.1% | -35.2% | -21.1% |
| 6M | -3.1% | +48.3% | -51.4% | -11.6% |
| YTD | +172.9% | +77.4% | +95.5% | +136.2% |
| 1Y | +228.8% | +92.6% | +136.3% | +178.8% |
| 3Y | +950.8% | -6.1% | +957.0% | +936.0% |
| 5Y | +931.3% | +6.2% | +925.0% | +824.7% |
| All | +4,407.5% | +153.9% | +4,253.6% | +3,271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling