+32.0%
CTVA vs HUM
+51.1%
-19.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +8.2% | +1.6% | +6.6% | +8.2% |
| 30D | -1.0% | +3.5% | -4.6% | -0.9% |
| 3M | +4.6% | +15.5% | -10.9% | +4.8% |
| 6M | +0.5% | +76.2% | -75.7% | -0.6% |
| YTD | +22.7% | +64.5% | -41.8% | +21.7% |
| 1Y | +32.0% | +50.0% | -18.1% | +30.8% |
| All | +32.0% | +51.1% | -19.1% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling