-8.5%
COST vs HUM
+138.6%
-147.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.2% |
| 30D | -4.7% | +5.4% | -10.1% | -4.6% |
| 3M | -7.1% | +11.4% | -18.5% | -7.5% |
| 6M | -8.5% | +141.5% | -150.0% | -6.9% |
| All | -8.5% | +138.6% | -147.2% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling