+5,556.9%
HUM vs CAG
+588.0%
+4,968.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.2% | -6.6% | +6.4% | +1.7% |
| 30D | +3.7% | +2.3% | +1.4% | +2.9% |
| 3M | +10.4% | +16.3% | -5.9% | +5.3% |
| 6M | +125.7% | -16.0% | +141.8% | +135.2% |
| YTD | +57.3% | -7.7% | +65.0% | +58.8% |
| 1Y | +48.6% | -16.0% | +64.7% | +53.8% |
| 3Y | -11.3% | -37.7% | +26.4% | -0.9% |
| 5Y | +0.8% | -41.2% | +42.0% | +13.8% |
| 10Y | +146.7% | -33.8% | +180.5% | +154.3% |
| All | +5,556.9% | +588.0% | +4,968.9% | +2,461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling