+683.1%
CTAS vs HUM
+152.7%
+530.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.0% |
| 7D | +0.5% | +2.1% | -1.5% | 0.0% |
| 30D | -0.7% | +5.4% | -6.1% | -2.0% |
| 3M | +11.1% | +11.4% | -0.3% | +7.6% |
| 6M | +2.1% | +141.5% | -139.4% | -19.4% |
| YTD | +8.0% | +61.2% | -53.2% | -6.4% |
| 1Y | -0.5% | +49.2% | -49.6% | -12.5% |
| 3Y | +66.2% | -9.0% | +75.3% | +63.7% |
| 5Y | +109.2% | +7.2% | +102.0% | +85.9% |
| All | +683.1% | +152.7% | +530.4% | +447.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling