+9,772.3%
CSX vs HUM
+5,562.3%
+4,210.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -3.4% | +4.2% | -7.5% | -4.1% |
| 30D | -3.1% | +10.4% | -13.4% | -4.7% |
| 3M | +7.2% | +15.1% | -7.9% | +4.4% |
| 6M | +16.2% | +120.9% | -104.8% | +1.2% |
| YTD | +37.5% | +57.9% | -20.4% | +25.6% |
| 1Y | +53.2% | +30.6% | +22.7% | +43.7% |
| 3Y | +68.2% | -9.6% | +77.8% | +63.5% |
| 5Y | +65.2% | +1.6% | +63.6% | +55.1% |
| 10Y | +504.1% | +146.4% | +357.7% | +388.2% |
| All | +9,772.3% | +5,562.3% | +4,210.0% | +4,371.8% |
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