-7.9%
CDE vs HUM
+138.6%
-146.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.8% |
| 7D | -3.1% | +2.1% | -5.2% | -3.4% |
| 30D | +9.5% | +5.4% | +4.1% | +8.6% |
| 3M | +25.5% | +11.4% | +14.1% | +22.9% |
| 6M | -7.9% | +141.5% | -149.4% | -28.7% |
| All | -7.9% | +138.6% | -146.5% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling