+19.4%
MCD vs HUM
+1.5%
+17.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | -6.7% | +3.7% | -10.4% | -6.9% |
| 3M | -9.6% | +10.4% | -20.0% | -10.3% |
| 6M | -22.3% | +125.7% | -148.0% | -27.2% |
| YTD | -15.4% | +57.3% | -72.8% | -18.6% |
| 1Y | -16.8% | +48.6% | -65.4% | -19.7% |
| 3Y | -2.4% | -11.3% | +8.9% | -0.9% |
| 5Y | +19.4% | +0.8% | +18.5% | +17.3% |
| All | +19.4% | +1.5% | +17.8% | +17.3% |
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 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