+950.8%
MU vs HUM
-5.3%
+956.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | +12.8% | +3.7% | +9.0% | +12.6% |
| 30D | -14.9% | +5.5% | -20.4% | -15.1% |
| 3M | -18.0% | +17.1% | -35.2% | -18.7% |
| 6M | -3.1% | +48.3% | -51.4% | -4.7% |
| YTD | +172.9% | +77.4% | +95.5% | +165.1% |
| 1Y | +228.8% | +92.6% | +136.3% | +218.9% |
| 3Y | +950.8% | -6.1% | +957.0% | +835.6% |
| All | +950.8% | -5.3% | +956.2% | +835.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling