+11,570.3%
COST vs HUM
+5,550.8%
+6,019.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -4.4% | +7.5% | -11.9% | -5.4% |
| 3M | -8.1% | +10.2% | -18.3% | -9.5% |
| 6M | -9.2% | +132.5% | -141.8% | -19.3% |
| YTD | +5.1% | +57.6% | -52.5% | -2.2% |
| 1Y | -5.1% | +48.6% | -53.7% | -11.3% |
| 3Y | +70.4% | -11.2% | +81.5% | +66.9% |
| 5Y | +104.7% | +4.8% | +99.9% | +94.3% |
| 10Y | +608.8% | +147.1% | +461.7% | +490.2% |
| All | +11,570.3% | +5,550.8% | +6,019.4% | +5,232.6% |
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