+48.9%
CIEN vs HUM
+51.1%
-2.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -25.0% | +1.6% | -26.6% | -25.0% |
| 30D | -30.1% | +3.5% | -33.7% | -30.0% |
| 3M | -33.8% | +15.5% | -49.3% | -32.5% |
| 6M | -49.4% | +76.2% | -125.6% | -44.0% |
| YTD | +16.4% | +64.5% | -48.1% | +24.8% |
| 1Y | +48.9% | +50.0% | -1.2% | +55.4% |
| All | +48.9% | +51.1% | -2.2% | +55.4% |
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