+34,813.6%
CTSH vs HUM
+1,618.6%
+33,195.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | -2.1% | +3.7% | -5.9% | -2.9% |
| 30D | +1.4% | +5.5% | -4.1% | +0.1% |
| 3M | +7.5% | +17.1% | -9.7% | +3.3% |
| 6M | +39.6% | +48.3% | -8.7% | +26.8% |
| YTD | -22.3% | +77.4% | -99.7% | -33.1% |
| 1Y | -12.0% | +92.6% | -104.5% | -25.7% |
| 3Y | +1.8% | -6.1% | +7.9% | -3.1% |
| 5Y | -15.8% | +6.2% | -22.1% | -23.5% |
| 10Y | +34.8% | +153.6% | -118.8% | -1.1% |
| All | +34,813.6% | +1,618.6% | +33,195.0% | +15,531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling