+6,046.1%
CRH vs HUM
+5,678.7%
+367.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.7% |
| 7D | -6.1% | +2.1% | -8.1% | -6.3% |
| 30D | -9.3% | +5.4% | -14.7% | -9.9% |
| 3M | -15.2% | +11.4% | -26.6% | -16.6% |
| 6M | -14.2% | +141.5% | -155.7% | -24.2% |
| YTD | -28.3% | +61.2% | -89.4% | -33.5% |
| 1Y | -21.8% | +49.2% | -70.9% | -27.0% |
| 3Y | +71.6% | -9.0% | +80.7% | +67.5% |
| 5Y | +96.6% | +7.2% | +89.4% | +85.5% |
| 10Y | +253.8% | +152.7% | +101.2% | +198.4% |
| All | +6,046.1% | +5,678.7% | +367.3% | +4,071.9% |
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