+78.7%
CME vs HUM
+0.5%
+78.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -1.4% | -0.9% | -2.3% |
| 30D | +6.2% | +7.5% | -1.3% | +5.8% |
| 3M | +4.4% | +10.2% | -5.8% | +3.7% |
| 6M | -9.6% | +132.5% | -142.2% | -14.2% |
| YTD | +3.8% | +57.6% | -53.8% | +0.7% |
| 1Y | +9.5% | +48.6% | -39.0% | +6.5% |
| 3Y | +51.9% | -11.2% | +63.1% | +56.6% |
| 5Y | +78.7% | +4.8% | +73.9% | +71.7% |
| All | +78.7% | +0.5% | +78.2% | +71.7% |
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 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