+79.8%
HUM vs CART
+51.1%
+28.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +3.1% | +1.5% | +1.6% | +2.7% |
| 30D | -1.8% | +22.4% | -24.2% | -7.4% |
| 3M | +10.2% | +16.5% | -6.4% | +5.0% |
| 6M | +54.6% | +44.9% | +9.7% | +36.8% |
| YTD | +66.8% | +30.0% | +36.9% | +49.6% |
| All | +79.8% | +51.1% | +28.7% | +48.5% |
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