+8.9%
CAT vs HUM
+51.1%
-42.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -17.1% | +1.6% | -18.7% | -17.2% |
| 30D | -30.1% | +3.5% | -33.6% | -30.2% |
| 3M | -32.4% | +15.5% | -47.9% | -32.6% |
| 6M | -32.1% | +76.2% | -108.3% | -32.4% |
| YTD | +4.1% | +64.5% | -60.4% | +3.7% |
| 1Y | +8.9% | +50.0% | -41.1% | +8.2% |
| All | +8.9% | +51.1% | -42.2% | +8.2% |
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