+19,050.1%
CAT vs HUM
+6,259.1%
+12,791.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.1% |
| 7D | +7.4% | +3.7% | +3.7% | +6.7% |
| 30D | -19.7% | +5.5% | -25.2% | -20.5% |
| 3M | -29.6% | +17.1% | -46.7% | -31.8% |
| 6M | -33.2% | +48.3% | -81.5% | -38.2% |
| YTD | +5.7% | +77.4% | -71.7% | -6.6% |
| 1Y | +9.3% | +92.6% | -83.2% | -4.9% |
| 3Y | +158.3% | -6.1% | +164.4% | +147.8% |
| 5Y | +211.6% | +6.2% | +205.3% | +186.5% |
| 10Y | +698.5% | +153.6% | +544.8% | +513.4% |
| All | +19,050.1% | +6,259.1% | +12,791.0% | +6,995.7% |
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