+287.5%
CAH vs HUM
+152.7%
+134.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | -5.1% | +2.1% | -7.2% | -5.5% |
| 30D | +0.2% | +5.4% | -5.2% | -0.9% |
| 3M | +6.3% | +11.4% | -5.1% | +3.6% |
| 6M | +9.4% | +141.5% | -132.1% | -10.0% |
| YTD | +15.0% | +61.2% | -46.2% | +2.2% |
| 1Y | +55.4% | +49.2% | +6.3% | +39.4% |
| 3Y | +173.8% | -9.0% | +182.9% | +171.9% |
| 5Y | +395.2% | +7.2% | +388.0% | +350.3% |
| All | +287.5% | +152.7% | +134.8% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling