-9.3%
MCD vs HUM
+89.6%
-98.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -1.6% | +3.7% | -5.4% | -1.5% |
| 30D | +14.1% | +5.5% | +8.6% | +14.4% |
| 3M | +0.6% | +17.1% | -16.5% | +1.3% |
| 6M | 0.0% | +48.3% | -48.3% | +0.8% |
| YTD | -9.3% | +77.4% | -86.6% | -9.0% |
| 1Y | -9.3% | +92.6% | -101.9% | -11.2% |
| All | -9.3% | +89.6% | -98.9% | -11.2% |
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