-9.0%
HUM vs CAG
-39.7%
+30.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.4% |
| 7D | +2.1% | -5.7% | +7.7% | +3.0% |
| 30D | +5.4% | -2.4% | +7.8% | +5.7% |
| 3M | +11.4% | +9.8% | +1.6% | +9.1% |
| 6M | +141.5% | -10.8% | +152.3% | +146.1% |
| YTD | +61.2% | -10.8% | +72.0% | +63.1% |
| 1Y | +49.2% | -19.0% | +68.1% | +54.3% |
| 3Y | -9.0% | -39.7% | +30.6% | +5.9% |
| All | -9.0% | -39.7% | +30.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling