+1,787.4%
HUM vs MCO
+7,284.8%
-5,497.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -1.4% | -7.3% | +5.9% | +0.9% |
| 30D | +7.5% | -1.7% | +9.2% | +7.9% |
| 3M | +10.2% | +3.9% | +6.3% | +8.4% |
| 6M | +132.5% | +3.8% | +128.7% | +128.3% |
| YTD | +57.6% | -7.9% | +65.5% | +60.3% |
| 1Y | +48.6% | -6.8% | +55.4% | +50.4% |
| 3Y | -11.2% | +40.9% | -52.1% | -22.0% |
| 5Y | +4.8% | +27.5% | -22.7% | -7.1% |
| 10Y | +147.1% | +381.4% | -234.3% | +46.2% |
| All | +1,787.4% | +7,284.8% | -5,497.4% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling