-3.9%
MCD vs HUM
+51.1%
-55.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +11.9% | +1.6% | +10.3% | +11.9% |
| 30D | +20.2% | +3.5% | +16.7% | +20.4% |
| 3M | +5.2% | +15.5% | -10.3% | +5.7% |
| 6M | 0.0% | +76.2% | -76.2% | +0.3% |
| YTD | -6.5% | +64.5% | -71.1% | -6.3% |
| 1Y | -3.9% | +50.0% | -54.0% | -2.0% |
| All | -3.9% | +51.1% | -55.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling