+132.5%
CNP vs HUM
+152.7%
-20.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -1.4% | +2.1% | -3.5% | -1.8% |
| 30D | -2.9% | +5.4% | -8.3% | -4.0% |
| 3M | -7.5% | +11.4% | -18.9% | -9.8% |
| 6M | -7.9% | +141.5% | -149.4% | -24.2% |
| YTD | +3.7% | +61.2% | -57.4% | -7.7% |
| 1Y | +4.6% | +49.2% | -44.5% | -5.9% |
| 3Y | +49.1% | -9.0% | +58.2% | +48.7% |
| 5Y | +69.2% | +7.2% | +62.1% | +53.3% |
| All | +132.5% | +152.7% | -20.2% | +74.2% |
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