+1.8%
CMCSA vs HUM
+51.1%
-49.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +15.2% | +1.6% | +13.6% | +15.2% |
| 30D | +17.0% | +3.5% | +13.5% | +17.1% |
| 3M | +1.2% | +15.5% | -14.3% | +1.4% |
| 6M | -5.5% | +76.2% | -81.7% | -5.4% |
| YTD | -6.5% | +64.5% | -71.1% | -4.7% |
| 1Y | +1.8% | +50.0% | -48.2% | +4.1% |
| All | +1.8% | +51.1% | -49.3% | +4.1% |
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