+10,269.8%
CSX vs HUM
+6,207.0%
+4,062.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -0.3% | +6.9% | -7.2% | -1.4% |
| 30D | +8.7% | +3.2% | +5.5% | +8.0% |
| 3M | +4.2% | +20.0% | -15.8% | +0.8% |
| 6M | +16.7% | +63.5% | -46.8% | +6.8% |
| YTD | +44.5% | +75.9% | -31.4% | +29.3% |
| 1Y | +50.3% | +85.7% | -35.4% | +33.2% |
| 3Y | +76.3% | -6.1% | +82.4% | +70.1% |
| 5Y | +58.1% | +5.1% | +53.0% | +47.4% |
| 10Y | +416.4% | +151.6% | +264.8% | +314.2% |
| All | +10,269.8% | +6,207.0% | +4,062.8% | +4,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling