+146.4%
HUM vs CAPR
-65.7%
+212.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +1.5% |
| 7D | +3.7% | +5.9% | -2.1% | +3.6% |
| 30D | +5.5% | +44.6% | -39.1% | +4.8% |
| 3M | +17.1% | +126.4% | -109.2% | +15.3% |
| 6M | +48.3% | -68.6% | +116.9% | +48.9% |
| YTD | +77.4% | -67.0% | +144.4% | +77.7% |
| 1Y | +92.6% | +65.2% | +27.4% | +82.9% |
| 3Y | -6.1% | +235.6% | -241.7% | -12.7% |
| 5Y | +6.2% | +175.4% | -169.2% | -1.6% |
| All | +146.4% | -65.7% | +212.1% | +124.3% |
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