+49.2%
CNP vs HUM
-11.4%
+60.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.2% | -1.4% | -0.7% | -2.1% |
| 30D | -2.1% | +7.5% | -9.5% | -2.1% |
| 3M | -7.9% | +10.2% | -18.1% | -8.1% |
| 6M | -8.3% | +132.5% | -140.8% | -9.7% |
| YTD | +3.8% | +57.6% | -53.8% | +3.0% |
| 1Y | +5.9% | +48.6% | -42.7% | +5.2% |
| All | +49.2% | -11.4% | +60.5% | +53.1% |
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