+1.8%
CTSH vs HUM
-5.3%
+7.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.7% |
| 7D | -2.1% | +3.7% | -5.9% | -2.3% |
| 30D | +1.4% | +5.5% | -4.1% | +1.1% |
| 3M | +7.5% | +17.1% | -9.7% | +6.4% |
| 6M | +39.6% | +48.3% | -8.7% | +35.3% |
| YTD | -22.3% | +77.4% | -99.7% | -26.3% |
| 1Y | -12.0% | +92.6% | -104.5% | -17.1% |
| 3Y | +1.8% | -6.1% | +7.9% | -3.6% |
| All | +1.8% | -5.3% | +7.1% | -3.6% |
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