+11.9%
COST vs HUM
+51.1%
-39.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +6.6% | +1.6% | +5.1% | +6.6% |
| 30D | +13.5% | +3.5% | +10.0% | +13.3% |
| 3M | +10.6% | +15.5% | -4.9% | +10.0% |
| 6M | +3.6% | +76.2% | -72.6% | +0.7% |
| YTD | +22.1% | +64.5% | -42.5% | +19.6% |
| 1Y | +11.9% | +50.0% | -38.1% | +10.5% |
| All | +11.9% | +51.1% | -39.2% | +10.5% |
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