-41.3%
CORZ vs HUM
+51.1%
-92.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.1% | -10.3% | -10.4% |
| 7D | -14.9% | +1.6% | -16.5% | -15.2% |
| 30D | -23.1% | +3.5% | -26.7% | -23.8% |
| 3M | -44.1% | +15.5% | -59.6% | -45.8% |
| 6M | -39.5% | +76.2% | -115.7% | -44.4% |
| YTD | -12.4% | +64.5% | -76.9% | -22.8% |
| 1Y | -41.3% | +50.0% | -91.3% | -46.4% |
| All | -41.3% | +51.1% | -92.4% | -46.4% |
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 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