+318.0%
CORZ vs HUM
+12.8%
+305.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +26.4% | +7.7% | +18.6% | +25.3% |
| 30D | -6.8% | +5.8% | -12.6% | -7.4% |
| 3M | -31.1% | +14.3% | -45.4% | -32.1% |
| 6M | -36.9% | +50.9% | -87.8% | -39.0% |
| YTD | -1.2% | +74.9% | -76.1% | -6.6% |
| 1Y | -12.5% | +86.9% | -99.4% | -17.7% |
| All | +318.0% | +12.8% | +305.2% | +309.7% |
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 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