+29.9%
MCHP vs HUM
+51.1%
-21.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | -7.5% | +3.5% | -11.1% | -8.1% |
| 3M | -6.0% | +15.5% | -21.5% | -7.9% |
| 6M | -20.1% | +76.2% | -96.3% | -25.1% |
| YTD | +20.2% | +64.5% | -44.3% | +12.7% |
| 1Y | +29.9% | +50.0% | -20.1% | +27.9% |
| All | +29.9% | +51.1% | -21.1% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling