-45.6%
CHTR vs HUM
+51.1%
-96.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +14.1% | +1.6% | +12.5% | +14.1% |
| 30D | +11.6% | +3.5% | +8.1% | +11.8% |
| 3M | -21.4% | +15.5% | -36.9% | -21.4% |
| 6M | -27.3% | +76.2% | -103.5% | -29.4% |
| YTD | -42.4% | +64.5% | -106.9% | -42.9% |
| 1Y | -45.6% | +50.0% | -95.6% | -45.1% |
| All | -45.6% | +51.1% | -96.6% | -45.1% |
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 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