+668.2%
HUM vs CAPR
-99.1%
+767.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +4.2% | -2.0% | +6.1% | +4.2% |
| 30D | +10.4% | +139.2% | -128.8% | +8.8% |
| 3M | +15.1% | -66.4% | +81.4% | +15.7% |
| 6M | +120.9% | -63.1% | +184.1% | +121.5% |
| YTD | +57.9% | -67.4% | +125.4% | +58.5% |
| 1Y | +30.6% | +58.2% | -27.7% | +24.5% |
| 3Y | -9.6% | +42.2% | -51.8% | -14.9% |
| 5Y | +1.6% | +87.3% | -85.7% | -5.3% |
| 10Y | +146.4% | -75.3% | +221.7% | +122.5% |
| All | +668.2% | -99.1% | +767.3% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling