-4.6%
MDLZ vs HUM
-11.5%
+6.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | 0.0% | -0.2% | +0.2% | -0.1% |
| 30D | +1.4% | +3.7% | -2.3% | +1.5% |
| 3M | 0.0% | +10.4% | -10.4% | +0.1% |
| 6M | +9.1% | +125.7% | -116.6% | +9.7% |
| YTD | +17.9% | +57.3% | -39.4% | +18.0% |
| 1Y | +3.2% | +48.6% | -45.4% | +3.1% |
| All | -4.6% | -11.5% | +6.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling