+31.8%
MCK vs HUM
+31.0%
+0.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.5% |
| 7D | +1.7% | +4.2% | -2.4% | +1.9% |
| 30D | +3.6% | +10.4% | -6.8% | +4.0% |
| 3M | +20.1% | +15.1% | +5.0% | +20.6% |
| 6M | -7.0% | +120.9% | -127.9% | -5.1% |
| YTD | +11.0% | +57.9% | -46.9% | +12.8% |
| 1Y | +31.8% | +30.6% | +1.3% | +36.1% |
| All | +31.8% | +31.0% | +0.8% | +36.1% |
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