+13.9%
COR vs HUM
+31.0%
-17.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.9% |
| 7D | +2.8% | +4.2% | -1.4% | +2.9% |
| 30D | +4.5% | +10.4% | -5.8% | +4.8% |
| 3M | +22.7% | +15.1% | +7.6% | +22.9% |
| 6M | -9.7% | +120.9% | -130.7% | -9.1% |
| YTD | -1.4% | +57.9% | -59.4% | -0.7% |
| 1Y | +13.9% | +30.6% | -16.6% | +17.1% |
| All | +13.9% | +31.0% | -17.1% | +17.1% |
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