+1.5%
MCD vs HUM
+64.8%
-63.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.4% |
| 7D | -1.9% | +6.9% | -8.9% | -1.3% |
| 30D | +16.6% | +3.2% | +13.4% | +17.0% |
| 3M | +0.9% | +20.0% | -19.0% | +3.2% |
| 6M | +1.5% | +63.5% | -62.0% | +5.8% |
| All | +1.5% | +64.8% | -63.3% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling