-4.9%
HUM vs CART
+38.4%
-43.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.3% |
| 7D | +4.6% | +3.0% | +1.7% | +4.4% |
| 30D | +9.6% | +28.6% | -18.9% | +7.2% |
| 3M | +18.4% | +29.1% | -10.7% | +15.6% |
| 6M | +76.9% | +44.7% | +32.2% | +71.0% |
| YTD | +71.0% | +29.2% | +41.8% | +65.2% |
| 1Y | +75.0% | +66.2% | +8.8% | +68.3% |
| 3Y | -7.7% | +112.8% | -120.5% | -10.7% |
| All | -4.9% | +38.4% | -43.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling