+503.2%
CMI vs HUM
+152.7%
+350.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.8% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | -12.4% | +5.4% | -17.8% | -13.3% |
| 3M | -14.8% | +11.4% | -26.2% | -16.7% |
| 6M | +0.8% | +141.5% | -140.7% | -16.2% |
| YTD | +10.2% | +61.2% | -51.0% | -1.5% |
| 1Y | +37.4% | +49.2% | -11.7% | +24.1% |
| 3Y | +153.3% | -9.0% | +162.3% | +150.0% |
| 5Y | +167.6% | +7.2% | +160.4% | +140.8% |
| All | +503.2% | +152.7% | +350.5% | +282.9% |
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