-89.7%
CDE vs HUM
+5,678.7%
-5,768.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.0% |
| 7D | -3.1% | +2.1% | -5.2% | -3.3% |
| 30D | +9.5% | +5.4% | +4.1% | +8.9% |
| 3M | +25.5% | +11.4% | +14.1% | +24.1% |
| 6M | -7.9% | +141.5% | -149.4% | -15.7% |
| YTD | +15.6% | +61.2% | -45.6% | +9.5% |
| 1Y | +34.0% | +49.2% | -15.1% | +27.5% |
| 3Y | +791.9% | -9.0% | +800.9% | +776.6% |
| 5Y | +197.7% | +7.2% | +190.6% | +186.5% |
| 10Y | +55.0% | +152.7% | -97.7% | +38.9% |
| All | -89.7% | +5,678.7% | -5,768.4% | -91.4% |
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 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