+6,923.6%
MCK vs HUM
+1,891.4%
+5,032.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -2.9% | +2.1% | -5.0% | -3.3% |
| 30D | +0.4% | +5.4% | -5.0% | -0.6% |
| 3M | +12.1% | +11.4% | +0.7% | +9.3% |
| 6M | -5.4% | +141.5% | -146.9% | -21.4% |
| YTD | +7.8% | +61.2% | -53.4% | -3.8% |
| 1Y | +22.9% | +49.2% | -26.2% | +10.6% |
| 3Y | +110.7% | -9.0% | +119.8% | +102.9% |
| 5Y | +346.2% | +7.2% | +339.0% | +310.6% |
| 10Y | +440.1% | +152.7% | +287.5% | +314.0% |
| All | +6,923.6% | +1,891.4% | +5,032.2% | +3,056.4% |
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