+152.3%
HUM vs CDW
+300.6%
-148.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.8% | -5.6% | +0.1% |
| 7D | +2.1% | +0.9% | +1.1% | +1.7% |
| 30D | +5.4% | +13.1% | -7.7% | +1.4% |
| 3M | +11.4% | +19.7% | -8.3% | +4.5% |
| 6M | +141.5% | +30.7% | +110.8% | +116.6% |
| YTD | +61.2% | +14.7% | +46.5% | +50.3% |
| 1Y | +49.2% | -5.3% | +54.5% | +47.4% |
| 3Y | -9.0% | -23.8% | +14.8% | -6.1% |
| 5Y | +7.2% | -16.8% | +24.0% | +4.2% |
| All | +152.3% | +300.6% | -148.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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