+6,434.3%
MCD vs HUM
+6,207.0%
+227.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | -1.9% | +6.9% | -8.9% | -2.8% |
| 30D | +16.6% | +3.2% | +13.4% | +16.1% |
| 3M | +0.9% | +20.0% | -19.0% | -1.5% |
| 6M | +1.5% | +63.5% | -62.0% | -5.0% |
| YTD | -8.3% | +75.9% | -84.2% | -15.6% |
| 1Y | -8.1% | +85.7% | -93.8% | -16.1% |
| 3Y | +10.3% | -6.1% | +16.4% | +7.5% |
| 5Y | +23.4% | +5.1% | +18.3% | +17.3% |
| 10Y | +205.9% | +151.6% | +54.4% | +159.3% |
| All | +6,434.3% | +6,207.0% | +227.4% | +3,178.3% |
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 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