+152.3%
HUM vs CBOE
+368.5%
-216.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.9% |
| 7D | +2.1% | -5.8% | +7.9% | +3.7% |
| 30D | +5.4% | -3.1% | +8.5% | +6.2% |
| 3M | +11.4% | -4.8% | +16.2% | +12.2% |
| 6M | +141.5% | -0.6% | +142.1% | +138.0% |
| YTD | +61.2% | +12.8% | +48.4% | +53.0% |
| 1Y | +49.2% | +19.8% | +29.4% | +38.7% |
| 3Y | -9.0% | +86.9% | -96.0% | -28.8% |
| 5Y | +7.2% | +136.5% | -129.4% | -24.3% |
| All | +152.3% | +368.5% | -216.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling