-33.4%
CPRT vs HUM
-9.4%
-24.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.8% |
| 7D | -11.2% | +2.1% | -13.2% | -11.3% |
| 30D | +3.3% | +5.4% | -2.1% | +2.9% |
| 3M | -3.6% | +11.4% | -15.0% | -4.7% |
| 6M | -15.8% | +141.5% | -157.3% | -23.0% |
| YTD | -23.5% | +61.2% | -84.7% | -27.7% |
| 1Y | -38.8% | +49.2% | -87.9% | -41.8% |
| 3Y | -33.4% | -9.0% | -24.4% | -37.5% |
| All | -33.4% | -9.4% | -24.1% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling