+180.7%
COR vs HUM
+0.5%
+180.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -3.7% | +7.5% | -11.2% | -4.4% |
| 3M | +14.3% | +10.2% | +4.1% | +13.0% |
| 6M | -8.5% | +132.5% | -141.0% | -16.9% |
| YTD | -4.4% | +57.6% | -62.0% | -9.6% |
| 1Y | +9.1% | +48.6% | -39.5% | +3.6% |
| 3Y | +85.2% | -11.2% | +96.4% | +89.8% |
| 5Y | +180.7% | +4.8% | +175.9% | +163.8% |
| All | +180.7% | +0.5% | +180.2% | +163.8% |
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