+52.1%
CSX vs HUM
+30.0%
+22.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.6% | -0.2% | -0.3% | -0.6% |
| 30D | -3.2% | +3.7% | -6.9% | -3.4% |
| 3M | +2.6% | +10.4% | -7.8% | +1.9% |
| 6M | +19.8% | +125.7% | -105.9% | +12.0% |
| YTD | +34.7% | +57.3% | -22.7% | +28.9% |
| 1Y | +52.1% | +48.6% | +3.5% | +45.0% |
| All | +52.1% | +30.0% | +22.1% | +45.0% |
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