+220,291.8%
CSCO vs HUM
+6,172.1%
+214,119.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.5% | +2.1% | -2.6% | -0.9% |
| 30D | -10.1% | +4.7% | -14.8% | -10.8% |
| 3M | -11.7% | +13.5% | -25.2% | -13.8% |
| 6M | +40.1% | +126.7% | -86.6% | +21.5% |
| YTD | +43.8% | +58.5% | -14.8% | +31.2% |
| 1Y | +66.6% | +31.7% | +34.9% | +55.8% |
| 3Y | +108.5% | -10.6% | +119.1% | +102.8% |
| 5Y | +114.0% | +2.5% | +111.5% | +100.3% |
| 10Y | +366.8% | +148.7% | +218.2% | +269.6% |
| All | +220,291.8% | +6,172.1% | +214,119.7% | +81,529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling