-1.5%
MCD vs HUM
-11.4%
+9.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | -6.1% | +4.7% | -10.8% | -6.3% |
| 3M | -7.3% | +13.5% | -20.8% | -7.7% |
| 6M | -20.9% | +126.7% | -147.6% | -24.0% |
| YTD | -14.7% | +58.5% | -73.2% | -16.5% |
| 1Y | -16.1% | +31.7% | -47.9% | -17.2% |
| 3Y | -1.5% | -10.6% | +9.1% | +2.2% |
| All | -1.5% | -11.4% | +9.9% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling