+73.1%
CDNS vs HUM
+4.2%
+68.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | -13.0% | +7.5% | -20.5% | -13.8% |
| 3M | -26.0% | +10.2% | -36.2% | -27.0% |
| 6M | -2.8% | +132.5% | -135.4% | -12.6% |
| YTD | -8.8% | +57.6% | -66.5% | -14.7% |
| 1Y | -15.8% | +48.6% | -64.4% | -20.8% |
| 3Y | +19.7% | -11.2% | +30.9% | +19.0% |
| All | +73.1% | +4.2% | +68.9% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling