+6,646.7%
CB vs HUM
+6,046.6%
+600.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.5% | +4.2% | -3.7% | -0.2% |
| 30D | -3.1% | +10.4% | -13.5% | -4.9% |
| 3M | +9.0% | +15.1% | -6.1% | +6.0% |
| 6M | +2.9% | +120.9% | -118.1% | -11.4% |
| YTD | +10.1% | +57.9% | -47.8% | -0.1% |
| 1Y | +22.8% | +30.6% | -7.8% | +14.5% |
| 3Y | +73.8% | -9.6% | +83.4% | +68.4% |
| 5Y | +99.2% | +1.6% | +97.6% | +86.4% |
| 10Y | +218.2% | +146.4% | +71.8% | +149.6% |
| All | +6,646.7% | +6,046.6% | +600.1% | +2,880.6% |
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 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