+418.4%
CSX vs HUM
+150.3%
+268.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.1% | +7.7% | -4.7% | +1.4% |
| 30D | +9.7% | +5.8% | +3.9% | +8.2% |
| 3M | +4.9% | +14.3% | -9.4% | +1.4% |
| 6M | +18.4% | +50.9% | -32.5% | +6.8% |
| YTD | +45.9% | +74.9% | -29.0% | +25.1% |
| 1Y | +50.0% | +86.9% | -36.9% | +26.3% |
| 3Y | +78.0% | -6.7% | +84.7% | +75.5% |
| 5Y | +59.2% | +4.8% | +54.4% | +44.1% |
| All | +418.4% | +150.3% | +268.1% | +243.1% |
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