+543.5%
CIEN vs HUM
+6.5%
+536.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.4% |
| 7D | +8.9% | +2.1% | +6.8% | +8.8% |
| 30D | -19.1% | +5.4% | -24.5% | -19.2% |
| 3M | -21.5% | +11.4% | -32.9% | -21.6% |
| 6M | +2.8% | +141.5% | -138.7% | +0.2% |
| YTD | +49.5% | +61.2% | -11.7% | +47.3% |
| 1Y | +163.8% | +49.2% | +114.7% | +160.7% |
| 3Y | +615.8% | -9.0% | +624.9% | +639.1% |
| All | +543.5% | +6.5% | +536.9% | +488.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling