+17,119.9%
COR vs HUM
+1,688.5%
+15,431.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -1.9% | +2.1% | -4.0% | -2.3% |
| 30D | +1.5% | +4.7% | -3.2% | +0.5% |
| 3M | +18.7% | +13.5% | +5.2% | +15.3% |
| 6M | -9.0% | +126.7% | -135.7% | -23.6% |
| YTD | -3.3% | +58.5% | -61.8% | -13.5% |
| 1Y | +9.8% | +31.7% | -21.9% | +1.0% |
| 3Y | +87.4% | -10.6% | +98.0% | +80.8% |
| 5Y | +180.5% | +2.5% | +178.0% | +159.8% |
| 10Y | +398.1% | +148.7% | +249.5% | +281.5% |
| All | +17,119.9% | +1,688.5% | +15,431.4% | +6,905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling