-3.6%
COST vs HUM
+31.0%
-34.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -3.1% | +4.2% | -7.3% | -3.2% |
| 30D | -2.8% | +10.4% | -13.2% | -2.9% |
| 3M | -5.7% | +15.1% | -20.7% | -6.2% |
| 6M | -8.8% | +120.9% | -129.7% | -10.9% |
| YTD | +6.7% | +57.9% | -51.3% | +5.3% |
| 1Y | -3.6% | +30.6% | -34.2% | -5.5% |
| All | -3.6% | +31.0% | -34.6% | -5.5% |
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