+5,731.6%
MU vs HUM
+152.7%
+5,578.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -4.1% | +2.1% | -6.1% | -4.5% |
| 30D | +7.0% | +5.4% | +1.6% | +5.7% |
| 3M | -2.1% | +11.4% | -13.5% | -4.5% |
| 6M | +133.1% | +141.5% | -8.4% | +92.0% |
| YTD | +241.9% | +61.2% | +180.7% | +202.6% |
| 1Y | +548.8% | +49.2% | +499.6% | +480.1% |
| 3Y | +1,308.2% | -9.0% | +1,317.2% | +1,280.2% |
| 5Y | +1,260.7% | +7.2% | +1,253.5% | +1,089.3% |
| All | +5,731.6% | +152.7% | +5,578.9% | +3,808.7% |
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 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