-9.0%
HUM vs CBOE
+89.1%
-98.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.3% |
| 7D | +2.1% | -5.8% | +7.9% | +2.3% |
| 30D | +5.4% | -3.1% | +8.5% | +5.5% |
| 3M | +11.4% | -4.8% | +16.2% | +11.4% |
| 6M | +141.5% | -0.6% | +142.1% | +141.3% |
| YTD | +61.2% | +12.8% | +48.4% | +61.7% |
| 1Y | +49.2% | +19.8% | +29.4% | +50.0% |
| 3Y | -9.0% | +86.9% | -96.0% | -9.2% |
| All | -9.0% | +89.1% | -98.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling