+193.6%
COP vs HUM
+0.5%
+193.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | +9.6% | +7.5% | +2.1% | +9.0% |
| 3M | +15.0% | +10.2% | +4.8% | +14.2% |
| 6M | +21.8% | +132.5% | -110.8% | +14.9% |
| YTD | +49.6% | +57.6% | -8.0% | +44.6% |
| 1Y | +49.9% | +48.6% | +1.3% | +45.2% |
| 3Y | +22.6% | -11.2% | +33.8% | +23.9% |
| 5Y | +193.6% | +4.8% | +188.8% | +188.7% |
| All | +193.6% | +0.5% | +193.1% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling