-13.9%
CTSH vs HUM
-11.5%
-2.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | +3.7% | -3.3% | +0.2% |
| 3M | +10.6% | +10.4% | +0.2% | +9.6% |
| 6M | -8.8% | +125.7% | -134.5% | -14.9% |
| YTD | -28.6% | +57.3% | -86.0% | -31.7% |
| 1Y | -15.9% | +48.6% | -64.5% | -19.4% |
| All | -13.9% | -11.5% | -2.3% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling