+338.5%
COP vs HUM
+152.7%
+185.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.3% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +8.6% | +5.4% | +3.2% | +7.3% |
| 3M | +19.9% | +11.4% | +8.4% | +16.5% |
| 6M | +19.0% | +141.5% | -122.5% | -3.8% |
| YTD | +50.0% | +61.2% | -11.2% | +31.9% |
| 1Y | +50.5% | +49.2% | +1.4% | +34.1% |
| 3Y | +25.2% | -9.0% | +34.3% | +24.0% |
| 5Y | +194.3% | +7.2% | +187.1% | +161.1% |
| All | +338.5% | +152.7% | +185.8% | +232.3% |
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