-2.7%
CEG vs HUM
+31.0%
-33.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.8% |
| 7D | +8.0% | +4.2% | +3.9% | +8.4% |
| 30D | +12.9% | +10.4% | +2.6% | +14.1% |
| 3M | +13.2% | +15.1% | -1.9% | +15.1% |
| 6M | -7.0% | +120.9% | -127.9% | -0.9% |
| YTD | -15.0% | +57.9% | -72.9% | -8.8% |
| 1Y | -2.7% | +30.6% | -33.3% | +3.9% |
| All | -2.7% | +31.0% | -33.7% | +3.9% |
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 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