-11.2%
HUM vs CASY
+163.7%
-174.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | +0.7% |
| 7D | -0.2% | -16.5% | +16.3% | +1.5% |
| 30D | +3.7% | -26.4% | +30.1% | +6.8% |
| 3M | +10.4% | -17.3% | +27.7% | +11.9% |
| 6M | +125.7% | -5.2% | +130.9% | +123.3% |
| YTD | +57.3% | +14.1% | +43.3% | +51.7% |
| 1Y | +48.6% | +16.6% | +32.0% | +42.5% |
| All | -11.2% | +163.7% | -174.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling