+146.7%
HUM vs CAPR
-78.6%
+225.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.2% |
| 7D | -1.4% | -10.6% | +9.1% | -1.3% |
| 30D | +7.5% | +111.2% | -103.7% | +6.1% |
| 3M | +10.2% | -67.2% | +77.4% | +10.8% |
| 6M | +132.5% | -75.1% | +207.7% | +134.6% |
| YTD | +57.6% | -71.2% | +128.9% | +58.5% |
| 1Y | +48.6% | +31.1% | +17.5% | +41.7% |
| 3Y | -11.2% | +31.3% | -42.5% | -16.5% |
| 5Y | +4.8% | +69.4% | -64.6% | -2.4% |
| All | +146.7% | -78.6% | +225.3% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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