+152.3%
HUM vs MCO
+393.6%
-241.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +1.6% |
| 7D | +2.1% | -3.8% | +5.8% | +3.6% |
| 30D | +5.4% | -0.4% | +5.8% | +5.4% |
| 3M | +11.4% | +7.7% | +3.7% | +7.3% |
| 6M | +141.5% | +7.0% | +134.5% | +132.5% |
| YTD | +61.2% | -6.4% | +67.6% | +63.5% |
| 1Y | +49.2% | -7.6% | +56.8% | +51.9% |
| 3Y | -9.0% | +43.2% | -52.3% | -25.2% |
| 5Y | +7.2% | +29.6% | -22.4% | -10.0% |
| All | +152.3% | +393.6% | -241.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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