+6,706.3%
CME vs HUM
+4,491.0%
+2,215.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | +2.1% | -4.9% | -3.3% |
| 30D | +5.5% | +4.7% | +0.8% | +4.4% |
| 3M | +11.0% | +13.5% | -2.5% | +7.4% |
| 6M | -9.7% | +126.7% | -136.4% | -26.3% |
| YTD | +4.9% | +58.5% | -53.7% | -8.0% |
| 1Y | +10.1% | +31.7% | -21.7% | 0.0% |
| 3Y | +53.5% | -10.6% | +64.1% | +47.9% |
| 5Y | +77.2% | +2.5% | +74.7% | +60.5% |
| 10Y | +282.1% | +148.7% | +133.5% | +162.7% |
| All | +6,706.3% | +4,491.0% | +2,215.4% | +2,001.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling