+20,924.8%
CPRT vs HUM
+2,086.9%
+18,837.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +8.2% | +3.7% | +4.5% | +7.6% |
| 3M | +2.3% | +10.4% | -8.1% | +0.4% |
| 6M | -14.7% | +125.7% | -140.5% | -25.4% |
| YTD | -18.2% | +57.3% | -75.5% | -24.7% |
| 1Y | -33.4% | +48.6% | -82.0% | -38.4% |
| 3Y | -28.3% | -11.3% | -17.0% | -29.9% |
| 5Y | -9.8% | +0.8% | -10.7% | -14.5% |
| 10Y | +412.4% | +146.7% | +265.7% | +320.8% |
| All | +20,924.8% | +2,086.9% | +18,837.9% | +11,070.5% |
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 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