+193.4%
MCD vs HUM
+153.9%
+39.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -1.6% | +3.7% | -5.4% | -2.3% |
| 30D | +14.1% | +5.5% | +8.6% | +13.0% |
| 3M | +0.6% | +17.1% | -16.5% | -2.3% |
| 6M | 0.0% | +48.3% | -48.3% | -7.3% |
| YTD | -9.3% | +77.4% | -86.6% | -19.6% |
| 1Y | -9.3% | +92.6% | -101.9% | -21.0% |
| 3Y | +8.6% | -6.1% | +14.7% | +8.3% |
| 5Y | +21.9% | +6.2% | +15.7% | +14.1% |
| All | +193.4% | +153.9% | +39.5% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling