+52.0%
CSX vs HUM
-2.1%
+54.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +2.9% |
| 7D | -2.2% | +3.1% | -5.3% | -2.5% |
| 30D | +6.8% | -1.8% | +8.6% | +6.9% |
| 3M | +0.7% | +10.2% | -9.5% | -0.2% |
| 6M | +13.3% | +54.6% | -41.4% | +8.9% |
| YTD | +40.5% | +66.8% | -26.3% | +33.4% |
| 1Y | +44.7% | +70.1% | -25.4% | +37.0% |
| 3Y | +74.5% | -11.3% | +85.8% | +72.8% |
| 5Y | +52.0% | -1.2% | +53.2% | +47.0% |
| All | +52.0% | -2.1% | +54.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling