+74.9%
CB vs HUM
-5.3%
+80.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.0% |
| 7D | +2.9% | +3.7% | -0.8% | +2.8% |
| 30D | +7.3% | +5.5% | +1.8% | +7.1% |
| 3M | +9.4% | +17.1% | -7.7% | +8.6% |
| 6M | +19.6% | +48.3% | -28.6% | +17.4% |
| YTD | +21.5% | +77.4% | -55.9% | +18.0% |
| 1Y | +28.0% | +92.6% | -64.6% | +23.6% |
| 3Y | +74.9% | -6.1% | +81.0% | +75.9% |
| All | +74.9% | -5.3% | +80.2% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling