-14.1%
CPRT vs HUM
+0.5%
-14.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -8.4% | -1.4% | -7.0% | -8.3% |
| 30D | +4.6% | +7.5% | -2.9% | +3.6% |
| 3M | -1.9% | +10.2% | -12.2% | -3.4% |
| 6M | -15.3% | +132.5% | -147.8% | -25.0% |
| YTD | -21.5% | +57.6% | -79.1% | -27.0% |
| 1Y | -36.6% | +48.6% | -85.2% | -40.8% |
| 3Y | -31.2% | -11.2% | -20.0% | -31.4% |
| 5Y | -14.1% | +4.8% | -18.9% | -21.1% |
| All | -14.1% | +0.5% | -14.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling