+5,721.4%
CDNS vs HUM
+5,540.8%
+180.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +3.7% | -18.0% | -14.9% |
| 3M | -27.2% | +10.4% | -37.6% | -28.8% |
| 6M | -4.5% | +125.7% | -130.2% | -18.9% |
| YTD | -9.0% | +57.3% | -66.3% | -17.8% |
| 1Y | -21.3% | +48.6% | -70.0% | -28.6% |
| 3Y | +19.6% | -11.3% | +30.9% | +16.1% |
| 5Y | +71.5% | +0.8% | +70.7% | +60.1% |
| 10Y | +1,036.6% | +146.7% | +889.9% | +779.2% |
| All | +5,721.4% | +5,540.8% | +180.5% | +1,528.0% |
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