+615.8%
CIEN vs HUM
-9.4%
+625.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.6% |
| 7D | +8.9% | +2.1% | +6.8% | +9.0% |
| 30D | -19.1% | +5.4% | -24.5% | -18.9% |
| 3M | -21.5% | +11.4% | -32.9% | -21.1% |
| 6M | +2.8% | +141.5% | -138.7% | +5.8% |
| YTD | +49.5% | +61.2% | -11.7% | +52.2% |
| 1Y | +163.8% | +49.2% | +114.7% | +168.7% |
| 3Y | +615.8% | -9.0% | +624.9% | +586.7% |
| All | +615.8% | -9.4% | +625.2% | +586.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling