+274.2%
CME vs HUM
+152.7%
+121.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.2% |
| 7D | -1.6% | +2.1% | -3.6% | -1.9% |
| 30D | +5.6% | +5.4% | +0.2% | +4.6% |
| 3M | +5.6% | +11.4% | -5.8% | +3.3% |
| 6M | -8.3% | +141.5% | -149.8% | -22.3% |
| YTD | +4.3% | +61.2% | -56.9% | -5.6% |
| 1Y | +9.1% | +49.2% | -40.1% | -0.4% |
| 3Y | +52.1% | -9.0% | +61.1% | +52.0% |
| 5Y | +79.7% | +7.2% | +72.5% | +65.1% |
| All | +274.2% | +152.7% | +121.6% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling