+3.0%
MCHP vs HUM
+6.5%
-3.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.4% |
| 7D | 0.0% | +2.1% | -2.0% | -0.2% |
| 30D | -6.0% | +5.4% | -11.4% | -6.6% |
| 3M | -19.7% | +11.4% | -31.1% | -20.6% |
| 6M | +14.0% | +141.5% | -127.5% | +3.2% |
| YTD | +18.4% | +61.2% | -42.8% | +11.5% |
| 1Y | +17.1% | +49.2% | -32.0% | +10.9% |
| 3Y | +0.7% | -9.0% | +9.8% | -2.3% |
| All | +3.0% | +6.5% | -3.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling