-20.7%
MDLN vs HUM
+60.9%
-81.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.6% |
| 7D | -11.1% | +2.1% | -13.2% | -11.0% |
| 30D | -8.4% | +5.4% | -13.8% | -8.0% |
| 3M | -12.4% | +11.4% | -23.8% | -11.6% |
| 6M | -23.3% | +141.5% | -164.8% | -16.4% |
| YTD | -22.5% | +61.2% | -83.7% | -19.5% |
| All | -20.7% | +60.9% | -81.6% | -18.3% |
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