-7.1%
CMG vs HUM
-9.4%
+2.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | 0.0% |
| 7D | -2.1% | +2.1% | -4.1% | -2.2% |
| 30D | +10.9% | +5.4% | +5.5% | +10.4% |
| 3M | +15.8% | +11.4% | +4.4% | +14.8% |
| 6M | +6.9% | +141.5% | -134.6% | -0.2% |
| YTD | -2.2% | +61.2% | -63.4% | -6.5% |
| 1Y | -7.1% | +49.2% | -56.2% | -11.0% |
| 3Y | -7.1% | -9.0% | +1.9% | -10.6% |
| All | -7.1% | -9.4% | +2.2% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling