+39.6%
CTSH vs HUM
+51.5%
-11.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.4% |
| 7D | -2.1% | +3.7% | -5.9% | -1.7% |
| 30D | +1.4% | +5.5% | -4.1% | +2.3% |
| 3M | +7.5% | +17.1% | -9.7% | +10.5% |
| 6M | +39.6% | +48.3% | -8.7% | +38.0% |
| All | +39.6% | +51.5% | -11.9% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling