-9.0%
HUM vs MCO
+42.6%
-51.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +1.9% |
| 7D | +2.1% | -3.8% | +5.8% | +3.0% |
| 30D | +5.4% | -0.4% | +5.8% | +5.4% |
| 3M | +11.4% | +7.7% | +3.7% | +8.4% |
| 6M | +141.5% | +7.0% | +134.5% | +135.1% |
| YTD | +61.2% | -6.4% | +67.6% | +62.4% |
| 1Y | +49.2% | -7.6% | +56.8% | +50.5% |
| 3Y | -9.0% | +43.2% | -52.3% | -12.5% |
| All | -9.0% | +42.6% | -51.6% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling