-4.6%
CARR vs HUM
+31.0%
-35.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.6% | +4.2% | -2.6% | +1.2% |
| 30D | -8.7% | +10.4% | -19.1% | -9.5% |
| 3M | -12.6% | +15.1% | -27.6% | -13.7% |
| 6M | -1.5% | +120.9% | -122.5% | -9.7% |
| YTD | +14.3% | +57.9% | -43.6% | +8.9% |
| 1Y | -4.6% | +30.6% | -35.1% | -6.8% |
| All | -4.6% | +31.0% | -35.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling