+374.9%
CPRT vs HUM
+152.7%
+222.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.1% |
| 7D | -11.2% | +2.1% | -13.2% | -11.6% |
| 30D | +3.3% | +5.4% | -2.1% | +2.1% |
| 3M | -3.6% | +11.4% | -15.0% | -6.2% |
| 6M | -15.8% | +141.5% | -157.3% | -31.5% |
| YTD | -23.5% | +61.2% | -84.7% | -32.4% |
| 1Y | -38.8% | +49.2% | -87.9% | -45.3% |
| 3Y | -33.4% | -9.0% | -24.4% | -34.7% |
| 5Y | -16.4% | +7.2% | -23.5% | -24.4% |
| All | +374.9% | +152.7% | +222.2% | +251.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling