-23.9%
CPRT vs HUM
+51.1%
-75.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +12.6% | +1.6% | +11.1% | +12.5% |
| 30D | +18.0% | +3.5% | +14.5% | +17.6% |
| 3M | +11.0% | +15.5% | -4.6% | +9.6% |
| 6M | -2.0% | +76.2% | -78.2% | -9.2% |
| YTD | -16.7% | +64.5% | -81.2% | -23.1% |
| 1Y | -23.9% | +50.0% | -73.9% | -29.6% |
| All | -23.9% | +51.1% | -75.0% | -29.6% |
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 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