+23.4%
MCD vs HUM
+4.8%
+18.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -1.9% | +6.9% | -8.9% | -2.3% |
| 30D | +16.6% | +3.2% | +13.4% | +16.4% |
| 3M | +0.9% | +20.0% | -19.0% | -0.2% |
| 6M | +1.5% | +63.5% | -62.0% | -2.1% |
| YTD | -8.3% | +75.9% | -84.2% | -12.4% |
| 1Y | -8.1% | +85.7% | -93.8% | -12.7% |
| 3Y | +10.3% | -6.1% | +16.4% | +12.5% |
| 5Y | +23.4% | +5.1% | +18.3% | +21.6% |
| All | +23.4% | +4.8% | +18.7% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling