+101.0%
CB vs HUM
+0.5%
+100.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | -1.4% | -1.3% | -2.6% |
| 30D | -2.4% | +7.5% | -9.9% | -3.0% |
| 3M | +2.8% | +10.2% | -7.4% | +1.8% |
| 6M | +4.8% | +132.5% | -127.8% | -3.4% |
| YTD | +9.2% | +57.6% | -48.5% | +4.2% |
| 1Y | +22.8% | +48.6% | -25.8% | +17.7% |
| 3Y | +71.1% | -11.2% | +82.3% | +74.1% |
| 5Y | +101.0% | +4.8% | +96.2% | +83.4% |
| All | +101.0% | +0.5% | +100.5% | +83.4% |
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