+332.7%
CAT vs HUM
+1.5%
+331.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +2.9% | -0.2% | +3.2% | +2.9% |
| 30D | -2.6% | +3.7% | -6.3% | -2.8% |
| 3M | -10.7% | +10.4% | -21.1% | -11.1% |
| 6M | +16.1% | +125.7% | -109.6% | +10.9% |
| YTD | +43.2% | +57.3% | -14.1% | +39.4% |
| 1Y | +96.8% | +48.6% | +48.2% | +91.7% |
| 3Y | +201.4% | -11.3% | +212.7% | +197.5% |
| 5Y | +332.7% | +0.8% | +331.9% | +306.6% |
| All | +332.7% | +1.5% | +331.2% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling