+48.6%
HUM vs CART
+3.4%
+45.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.1% |
| 7D | -0.2% | -9.5% | +9.3% | +2.0% |
| 30D | +3.7% | -7.8% | +11.5% | +5.5% |
| 3M | +10.4% | +10.4% | 0.0% | +6.9% |
| 6M | +125.7% | +20.1% | +105.7% | +111.7% |
| YTD | +57.3% | +3.7% | +53.7% | +50.2% |
| 1Y | +48.6% | +2.6% | +46.1% | +40.1% |
| All | +48.6% | +3.4% | +45.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling