-11.2%
HUM vs CAPR
+36.9%
-48.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | -0.2% | -12.6% | +12.4% | 0.0% |
| 30D | +3.7% | +124.4% | -120.7% | +2.0% |
| 3M | +10.4% | -66.8% | +77.2% | +11.1% |
| 6M | +125.7% | -71.8% | +197.5% | +127.5% |
| YTD | +57.3% | -70.1% | +127.4% | +58.2% |
| 1Y | +48.6% | +33.3% | +15.3% | +40.1% |
| All | -11.2% | +36.9% | -48.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling