+4.8%
CHTR vs HUM
+11.4%
-6.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +4.2% |
| 7D | -4.1% | +2.1% | -6.1% | -3.7% |
| 30D | -3.0% | +5.4% | -8.4% | -1.5% |
| 3M | +4.8% | +11.4% | -6.6% | +2.3% |
| All | +4.8% | +11.4% | -6.6% | +2.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling