+488.5%
CSX vs HUM
+147.1%
+341.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | -1.5% | +7.5% | -9.0% | -3.2% |
| 3M | +6.0% | +10.2% | -4.3% | +3.2% |
| 6M | +20.6% | +132.5% | -112.0% | -2.3% |
| YTD | +36.5% | +57.6% | -21.1% | +20.1% |
| 1Y | +55.0% | +48.6% | +6.4% | +37.4% |
| 3Y | +70.8% | -11.2% | +81.9% | +69.0% |
| 5Y | +69.6% | +4.8% | +64.8% | +50.4% |
| All | +488.5% | +147.1% | +341.4% | +266.9% |
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