-7.9%
MCHP vs HUM
+6.0%
-13.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.5% |
| 7D | 0.0% | +2.1% | -2.0% | -0.1% |
| 30D | -6.0% | +5.4% | -11.4% | -5.8% |
| All | -7.9% | +6.0% | -13.9% | -7.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling