+3.5%
COR vs HUM
+51.1%
-47.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +9.1% | +1.6% | +7.6% | +9.2% |
| 30D | +12.4% | +3.5% | +8.9% | +12.5% |
| 3M | +15.8% | +15.5% | +0.3% | +16.2% |
| 6M | +17.1% | +76.2% | -59.1% | +18.2% |
| YTD | +5.4% | +64.5% | -59.1% | +6.5% |
| 1Y | +3.5% | +50.0% | -46.5% | +2.5% |
| All | +3.5% | +51.1% | -47.6% | +2.5% |
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