-9.0%
HUM vs MKC
-31.4%
+22.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.3% |
| 7D | +2.1% | -1.5% | +3.5% | +2.1% |
| 30D | +5.4% | -3.1% | +8.5% | +5.4% |
| 3M | +11.4% | +5.2% | +6.2% | +11.2% |
| 6M | +141.5% | -12.8% | +154.3% | +142.5% |
| YTD | +61.2% | -23.3% | +84.5% | +63.4% |
| 1Y | +49.2% | -24.1% | +73.3% | +51.1% |
| 3Y | -9.0% | -32.1% | +23.1% | -6.9% |
| All | -9.0% | -31.4% | +22.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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