+395.2%
COR vs HUM
+152.7%
+242.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -2.8% | +2.1% | -4.9% | -3.3% |
| 30D | +2.6% | +5.4% | -2.8% | +1.3% |
| 3M | +14.5% | +11.4% | +3.1% | +11.1% |
| 6M | -7.8% | +141.5% | -149.3% | -26.5% |
| YTD | -4.2% | +61.2% | -65.4% | -16.5% |
| 1Y | +7.0% | +49.2% | -42.1% | -5.6% |
| 3Y | +85.5% | -9.0% | +94.6% | +83.0% |
| 5Y | +181.2% | +7.2% | +174.0% | +151.4% |
| All | +395.2% | +152.7% | +242.5% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling