+23,023.2%
CTAS vs HUM
+5,550.8%
+17,472.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -3.1% | +7.5% | -10.6% | -4.2% |
| 3M | +10.3% | +10.2% | +0.1% | +8.2% |
| 6M | +1.6% | +132.5% | -130.9% | -11.8% |
| YTD | +6.3% | +57.6% | -51.3% | -2.5% |
| 1Y | -0.5% | +48.6% | -49.1% | -8.3% |
| 3Y | +64.6% | -11.2% | +75.7% | +60.7% |
| 5Y | +106.0% | +4.8% | +101.2% | +93.9% |
| 10Y | +677.5% | +147.1% | +530.4% | +541.0% |
| All | +23,023.2% | +5,550.8% | +17,472.4% | +11,645.9% |
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