+50.0%
CSX vs HUM
+84.4%
-34.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.1% | +7.7% | -4.7% | +2.9% |
| 30D | +9.7% | +5.8% | +3.9% | +9.5% |
| 3M | +4.9% | +14.3% | -9.4% | +4.4% |
| 6M | +18.4% | +50.9% | -32.5% | +15.7% |
| YTD | +45.9% | +74.9% | -29.0% | +38.4% |
| 1Y | +50.0% | +86.9% | -36.9% | +38.0% |
| All | +50.0% | +84.4% | -34.5% | +38.0% |
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