-14.4%
CTSH vs HUM
+6.5%
-21.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.6% |
| 7D | -3.7% | +2.1% | -5.8% | -3.9% |
| 30D | +3.7% | +5.4% | -1.7% | +3.1% |
| 3M | +17.9% | +11.4% | +6.5% | +16.3% |
| 6M | -2.6% | +141.5% | -144.2% | -12.8% |
| YTD | -26.4% | +61.2% | -87.6% | -31.1% |
| 1Y | -13.0% | +49.2% | -62.2% | -18.1% |
| 3Y | -11.2% | -9.0% | -2.2% | -11.7% |
| All | -14.4% | +6.5% | -21.0% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling