+11.8%
CRM vs HUM
-9.4%
+21.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.8% |
| 7D | -4.4% | +2.1% | -6.5% | -4.6% |
| 30D | +28.1% | +5.4% | +22.7% | +27.7% |
| 3M | +48.8% | +11.4% | +37.4% | +47.6% |
| 6M | +28.3% | +141.5% | -113.3% | +20.1% |
| YTD | -6.0% | +61.2% | -67.2% | -9.6% |
| 1Y | +1.4% | +49.2% | -47.7% | -2.1% |
| 3Y | +11.8% | -9.0% | +20.9% | +3.8% |
| All | +11.8% | -9.4% | +21.2% | +3.8% |
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