+19.0%
CDNS vs HUM
-9.4%
+28.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.4% |
| 7D | -1.1% | +2.1% | -3.2% | -1.3% |
| 30D | -10.4% | +5.4% | -15.8% | -10.8% |
| 3M | -24.6% | +11.4% | -36.0% | -25.3% |
| 6M | -1.6% | +141.5% | -143.1% | -8.0% |
| YTD | -7.4% | +61.2% | -68.6% | -11.5% |
| 1Y | -18.4% | +49.2% | -67.6% | -21.7% |
| 3Y | +19.0% | -9.0% | +28.0% | +6.9% |
| All | +19.0% | -9.4% | +28.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling