+5,555.9%
COF vs HUM
+1,891.4%
+3,664.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | 0.0% |
| 7D | -5.1% | +2.1% | -7.2% | -5.7% |
| 30D | -6.0% | +5.4% | -11.4% | -7.4% |
| 3M | +14.8% | +11.4% | +3.4% | +11.0% |
| 6M | +15.3% | +141.5% | -126.2% | -10.8% |
| YTD | -13.0% | +61.2% | -74.2% | -25.7% |
| 1Y | -5.7% | +49.2% | -54.9% | -18.4% |
| 3Y | +118.1% | -9.0% | +127.2% | +107.2% |
| 5Y | +46.2% | +7.2% | +39.1% | +29.5% |
| 10Y | +246.1% | +152.7% | +93.4% | +139.3% |
| All | +5,555.9% | +1,891.4% | +3,664.5% | +1,634.4% |
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