+40,890.7%
MCHP vs HUM
+5,742.1%
+35,148.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -11.1% | +7.5% | -18.6% | -12.3% |
| 3M | -18.1% | +10.2% | -28.3% | -19.5% |
| 6M | +10.8% | +132.5% | -121.7% | -4.7% |
| YTD | +14.2% | +57.6% | -43.4% | +4.2% |
| 1Y | +13.5% | +48.6% | -35.1% | +4.2% |
| 3Y | -2.0% | -11.2% | +9.2% | -4.4% |
| 5Y | +1.4% | +4.8% | -3.4% | -5.4% |
| 10Y | +195.5% | +147.1% | +48.4% | +137.7% |
| All | +40,890.7% | +5,742.1% | +35,148.6% | +15,793.4% |
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