+425.9%
CORZ vs HUM
+1.5%
+424.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.3% |
| 7D | +7.6% | -0.2% | +7.9% | +7.7% |
| 30D | -6.9% | +3.7% | -10.7% | -7.3% |
| 3M | -33.0% | +10.4% | -43.4% | -33.5% |
| 6M | +19.3% | +125.7% | -106.4% | +12.7% |
| YTD | +24.2% | +57.3% | -33.1% | +18.9% |
| 1Y | +24.5% | +48.6% | -24.1% | +19.3% |
| All | +425.9% | +1.5% | +424.4% | +421.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling