+454.2%
MDLZ vs HUM
+4,528.4%
-4,074.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.3% |
| 30D | -2.1% | +10.4% | -12.5% | -3.5% |
| 3M | +1.3% | +15.1% | -13.7% | -1.0% |
| 6M | +6.2% | +120.9% | -114.7% | -5.9% |
| YTD | +15.8% | +57.9% | -42.2% | +6.9% |
| 1Y | +4.1% | +30.6% | -26.4% | -1.7% |
| 3Y | -4.1% | -9.6% | +5.5% | -6.3% |
| 5Y | +13.4% | +1.6% | +11.8% | +7.3% |
| 10Y | +75.7% | +146.4% | -70.7% | +42.2% |
| All | +454.2% | +4,528.4% | -4,074.2% | +179.9% |
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