+86.9%
HUM vs CART
+47.6%
+39.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +7.7% | +1.2% | +6.6% | +7.4% |
| 30D | +5.8% | +17.8% | -12.0% | +0.9% |
| 3M | +14.3% | +20.7% | -6.4% | +8.0% |
| 6M | +50.9% | +49.7% | +1.2% | +32.4% |
| YTD | +74.9% | +30.0% | +44.9% | +56.5% |
| 1Y | +86.9% | +48.4% | +38.5% | +64.0% |
| All | +86.9% | +47.6% | +39.3% | +64.0% |
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