+22.2%
CTSH vs HUM
+152.7%
-130.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.4% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | +3.7% | +5.4% | -1.7% | +2.5% |
| 3M | +17.9% | +11.4% | +6.5% | +14.5% |
| 6M | -2.6% | +141.5% | -144.2% | -21.7% |
| YTD | -26.4% | +61.2% | -87.6% | -35.5% |
| 1Y | -13.0% | +49.2% | -62.2% | -22.8% |
| 3Y | -11.2% | -9.0% | -2.2% | -12.8% |
| 5Y | -14.3% | +7.2% | -21.5% | -23.4% |
| All | +22.2% | +152.7% | -130.5% | -12.2% |
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 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