+34,247.0%
CTSH vs HUM
+1,430.3%
+32,816.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | -2.7% | +4.2% | -6.9% | -3.6% |
| 30D | +12.4% | +10.4% | +2.0% | +9.9% |
| 3M | +17.4% | +15.1% | +2.3% | +13.3% |
| 6M | -3.1% | +120.9% | -124.0% | -19.4% |
| YTD | -23.6% | +57.9% | -81.5% | -32.2% |
| 1Y | -10.8% | +30.6% | -41.4% | -18.2% |
| 3Y | -8.3% | -9.6% | +1.3% | -11.9% |
| 5Y | -11.3% | +1.6% | -12.9% | -18.4% |
| 10Y | +22.6% | +146.4% | -123.8% | -9.2% |
| All | +34,247.0% | +1,430.3% | +32,816.7% | +15,740.1% |
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