+225.5%
CRWD vs HUM
+6.5%
+219.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.2% |
| 7D | -3.0% | +2.1% | -5.0% | -3.2% |
| 30D | -6.8% | +5.4% | -12.2% | -7.3% |
| 3M | +19.6% | +11.4% | +8.2% | +18.3% |
| 6M | +87.1% | +141.5% | -54.4% | +73.2% |
| YTD | +76.4% | +61.2% | +15.2% | +67.0% |
| 1Y | +90.8% | +49.2% | +41.7% | +81.5% |
| 3Y | +380.0% | -9.0% | +389.0% | +369.8% |
| All | +225.5% | +6.5% | +219.0% | +186.5% |
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 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