+16.0%
CTVA vs HUM
+50.8%
-34.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | -4.5% | +2.1% | -6.6% | -4.6% |
| 30D | +11.3% | +5.4% | +5.9% | +11.1% |
| 3M | +12.3% | +11.4% | +0.9% | +11.6% |
| 6M | +7.2% | +141.5% | -134.3% | +1.1% |
| YTD | +26.0% | +61.2% | -35.2% | +22.0% |
| 1Y | +16.0% | +49.2% | -33.1% | +12.9% |
| All | +16.0% | +50.8% | -34.8% | +12.9% |
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 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