-16.2%
CDNS vs HUM
+31.0%
-47.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -14.0% | +4.2% | -18.2% | -14.4% |
| 30D | -13.2% | +10.4% | -23.5% | -14.1% |
| 3M | -28.9% | +15.1% | -44.0% | -30.1% |
| 6M | -4.2% | +120.9% | -125.1% | -12.2% |
| YTD | -6.4% | +57.9% | -64.3% | -12.3% |
| 1Y | -16.2% | +30.6% | -46.8% | -21.7% |
| All | -16.2% | +31.0% | -47.2% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling