+14,450.6%
CAH vs HUM
+5,678.7%
+8,771.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -5.1% | +2.1% | -7.2% | -5.4% |
| 30D | +0.2% | +5.4% | -5.2% | -0.7% |
| 3M | +6.3% | +11.4% | -5.1% | +4.1% |
| 6M | +9.4% | +141.5% | -132.1% | -6.4% |
| YTD | +15.0% | +61.2% | -46.2% | +4.5% |
| 1Y | +55.4% | +49.2% | +6.3% | +42.2% |
| 3Y | +173.8% | -9.0% | +182.9% | +165.4% |
| 5Y | +395.2% | +7.2% | +388.0% | +361.0% |
| 10Y | +293.2% | +152.7% | +140.5% | +213.4% |
| All | +14,450.6% | +5,678.7% | +8,771.8% | +5,954.9% |
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