+25.6%
CTAS vs HUM
+51.1%
-25.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +7.6% | +1.6% | +6.1% | +7.6% |
| 30D | +17.2% | +3.5% | +13.7% | +17.1% |
| 3M | +12.8% | +15.5% | -2.7% | +12.5% |
| 6M | +38.0% | +76.2% | -38.2% | +35.0% |
| YTD | +22.7% | +64.5% | -41.8% | +21.3% |
| 1Y | +25.6% | +50.0% | -24.4% | +24.5% |
| All | +25.6% | +51.1% | -25.4% | +24.5% |
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