+32.2%
CB vs HUM
+51.1%
-18.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.3% | +1.6% | +3.7% | +5.2% |
| 30D | +13.2% | +3.5% | +9.7% | +13.2% |
| 3M | +7.8% | +15.5% | -7.8% | +7.5% |
| 6M | +15.8% | +76.2% | -60.4% | +14.6% |
| YTD | +21.0% | +64.5% | -43.6% | +20.6% |
| 1Y | +32.2% | +50.0% | -17.8% | +32.7% |
| All | +32.2% | +51.1% | -18.9% | +32.7% |
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 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