+122.0%
CSCO vs HUM
+6.5%
+115.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +4.2% |
| 7D | +2.7% | +2.1% | +0.6% | +2.5% |
| 30D | -9.5% | +5.4% | -14.9% | -9.8% |
| 3M | -7.6% | +11.4% | -19.0% | -8.4% |
| 6M | +44.9% | +141.5% | -96.6% | +36.3% |
| YTD | +47.7% | +61.2% | -13.5% | +41.9% |
| 1Y | +69.1% | +49.2% | +19.9% | +63.2% |
| 3Y | +113.5% | -9.0% | +122.6% | +114.2% |
| All | +122.0% | +6.5% | +115.4% | +108.8% |
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 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