+53.2%
CSX vs HUM
+31.0%
+22.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -3.4% | +4.2% | -7.5% | -3.6% |
| 30D | -3.1% | +10.4% | -13.4% | -3.6% |
| 3M | +7.2% | +15.1% | -7.9% | +6.1% |
| 6M | +16.2% | +120.9% | -104.8% | +8.8% |
| YTD | +37.5% | +57.9% | -20.4% | +31.7% |
| 1Y | +53.2% | +30.6% | +22.7% | +49.7% |
| All | +53.2% | +31.0% | +22.2% | +49.7% |
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