+45.9%
CSCO vs HUM
+51.1%
-5.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.1% | +1.6% | -7.6% | -6.2% |
| 30D | -8.2% | +3.5% | -11.7% | -8.5% |
| 3M | -14.6% | +15.5% | -30.1% | -15.3% |
| 6M | +12.7% | +76.2% | -63.5% | +10.2% |
| YTD | +37.0% | +64.5% | -27.5% | +32.0% |
| 1Y | +45.9% | +50.0% | -4.1% | +41.4% |
| All | +45.9% | +51.1% | -5.2% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling