+1,834.4%
CNP vs HUM
+5,584.1%
-3,749.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.6% | +2.1% | -0.4% | +1.4% |
| 30D | -0.8% | +4.7% | -5.5% | -1.4% |
| 3M | -3.6% | +13.5% | -17.1% | -5.2% |
| 6M | -6.9% | +126.7% | -133.6% | -16.4% |
| YTD | +6.4% | +58.5% | -52.1% | -0.6% |
| 1Y | +9.9% | +31.7% | -21.8% | +4.6% |
| 3Y | +53.1% | -10.6% | +63.7% | +50.1% |
| 5Y | +72.0% | +2.5% | +69.5% | +64.2% |
| 10Y | +131.5% | +148.7% | -17.2% | +98.7% |
| All | +1,834.4% | +5,584.1% | -3,749.7% | +1,099.1% |
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 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