-16.0%
MCD vs HUM
+50.8%
-66.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.1% |
| 7D | -1.2% | +2.1% | -3.3% | -1.2% |
| 30D | -7.8% | +5.4% | -13.1% | -7.6% |
| 3M | -10.7% | +11.4% | -22.1% | -10.5% |
| 6M | -21.3% | +141.5% | -162.8% | -22.0% |
| YTD | -15.8% | +61.2% | -76.9% | -15.6% |
| 1Y | -16.0% | +49.2% | -65.2% | -16.7% |
| All | -16.0% | +50.8% | -66.8% | -16.7% |
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