+1,044.2%
CDNS vs HUM
+152.7%
+891.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.0% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | -10.4% | +5.4% | -15.8% | -11.5% |
| 3M | -24.6% | +11.4% | -36.0% | -26.7% |
| 6M | -1.6% | +141.5% | -143.1% | -20.1% |
| YTD | -7.4% | +61.2% | -68.6% | -18.5% |
| 1Y | -18.4% | +49.2% | -67.6% | -27.3% |
| 3Y | +19.0% | -9.0% | +28.0% | +16.7% |
| 5Y | +73.4% | +7.2% | +66.2% | +55.4% |
| All | +1,044.2% | +152.7% | +891.5% | +750.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling