+40.0%
CVS vs HUM
+152.7%
-112.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.5% |
| 7D | -2.2% | +2.1% | -4.2% | -2.9% |
| 30D | -0.1% | +5.4% | -5.5% | -2.0% |
| 3M | -5.2% | +11.4% | -16.6% | -9.4% |
| 6M | +26.9% | +141.5% | -114.6% | -9.9% |
| YTD | +22.1% | +61.2% | -39.1% | +0.4% |
| 1Y | +30.8% | +49.2% | -18.4% | +9.3% |
| 3Y | +54.4% | -9.0% | +63.4% | +49.7% |
| 5Y | +33.4% | +7.2% | +26.2% | +18.8% |
| All | +40.0% | +152.7% | -112.7% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling