+50.5%
COP vs HUM
+50.8%
-0.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | +0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +2.2% |
| 30D | +8.6% | +5.4% | +3.2% | +8.3% |
| 3M | +19.9% | +11.4% | +8.4% | +19.0% |
| 6M | +19.0% | +141.5% | -122.5% | +12.9% |
| YTD | +50.0% | +61.2% | -11.2% | +45.8% |
| 1Y | +50.5% | +49.2% | +1.4% | +46.8% |
| All | +50.5% | +50.8% | -0.3% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling