+33.1%
CVS vs HUM
+4.2%
+28.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.0% | -1.4% | -0.5% | -1.5% |
| 30D | +1.9% | +7.5% | -5.6% | -0.7% |
| 3M | -2.2% | +10.2% | -12.4% | -5.9% |
| 6M | +26.7% | +132.5% | -105.8% | -7.5% |
| YTD | +22.9% | +57.6% | -34.7% | +2.8% |
| 1Y | +32.9% | +48.6% | -15.7% | +12.1% |
| 3Y | +62.3% | -11.2% | +73.4% | +59.1% |
| All | +33.1% | +4.2% | +28.9% | +21.4% |
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