+5,979.9%
MCD vs HUM
+5,562.3%
+417.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | +4.2% | -7.0% | -3.3% |
| 30D | -6.0% | +10.4% | -16.4% | -7.2% |
| 3M | -5.6% | +15.1% | -20.6% | -7.4% |
| 6M | -21.9% | +120.9% | -142.8% | -29.6% |
| YTD | -14.7% | +57.9% | -72.6% | -20.3% |
| 1Y | -17.3% | +30.6% | -47.8% | -21.2% |
| 3Y | -2.2% | -9.6% | +7.4% | -4.2% |
| 5Y | +20.3% | +1.6% | +18.7% | +14.9% |
| 10Y | +180.7% | +146.4% | +34.3% | +139.2% |
| All | +5,979.9% | +5,562.3% | +417.7% | +2,996.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling