+25.2%
COP vs HUM
-9.4%
+34.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | +0.2% |
| 7D | +2.3% | +2.1% | +0.2% | +2.2% |
| 30D | +8.6% | +5.4% | +3.2% | +8.4% |
| 3M | +19.9% | +11.4% | +8.4% | +19.4% |
| 6M | +19.0% | +141.5% | -122.5% | +15.9% |
| YTD | +50.0% | +61.2% | -11.2% | +47.5% |
| 1Y | +50.5% | +49.2% | +1.4% | +48.2% |
| 3Y | +25.2% | -9.0% | +34.3% | +19.7% |
| All | +25.2% | -9.4% | +34.6% | +19.7% |
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