+7,895.4%
CI vs HUM
+6,259.1%
+1,636.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +1.2% | +3.7% | -2.6% | -0.2% |
| 30D | +2.6% | +5.5% | -2.9% | +0.4% |
| 3M | +7.4% | +17.1% | -9.7% | +0.9% |
| 6M | -0.1% | +48.3% | -48.4% | -14.1% |
| YTD | +9.7% | +77.4% | -67.6% | -13.3% |
| 1Y | +12.1% | +92.6% | -80.4% | -14.2% |
| 3Y | +7.0% | -6.1% | +13.1% | +0.2% |
| 5Y | +49.7% | +6.2% | +43.5% | +31.8% |
| 10Y | +147.2% | +153.6% | -6.4% | +63.3% |
| All | +7,895.4% | +6,259.1% | +1,636.3% | +1,996.6% |
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