+105.1%
CTVA vs HUM
+6.5%
+98.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.9% |
| 7D | -4.5% | +2.1% | -6.6% | -4.7% |
| 30D | +11.3% | +5.4% | +5.9% | +10.7% |
| 3M | +12.3% | +11.4% | +0.9% | +10.8% |
| 6M | +7.2% | +141.5% | -134.3% | -3.7% |
| YTD | +26.0% | +61.2% | -35.2% | +18.3% |
| 1Y | +16.0% | +49.2% | -33.1% | +9.7% |
| 3Y | +73.9% | -9.0% | +82.9% | +73.4% |
| All | +105.1% | +6.5% | +98.6% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling