+379.9%
CSCO vs HUM
+152.7%
+227.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +3.9% |
| 7D | +2.7% | +2.1% | +0.6% | +2.3% |
| 30D | -9.5% | +5.4% | -14.9% | -10.4% |
| 3M | -7.6% | +11.4% | -19.0% | -9.6% |
| 6M | +44.9% | +141.5% | -96.6% | +22.3% |
| YTD | +47.7% | +61.2% | -13.5% | +33.1% |
| 1Y | +69.1% | +49.2% | +19.9% | +53.8% |
| 3Y | +113.5% | -9.0% | +122.6% | +111.9% |
| 5Y | +122.8% | +7.2% | +115.6% | +103.3% |
| All | +379.9% | +152.7% | +227.2% | +255.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling