+490.0%
HUM vs CDW
+1,030.0%
-539.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +3.7% | +9.3% | -5.6% | +1.3% |
| 30D | +5.5% | +14.4% | -8.8% | +1.4% |
| 3M | +17.1% | +21.4% | -4.3% | +10.1% |
| 6M | +48.3% | +72.8% | -24.5% | +24.5% |
| YTD | +77.4% | +28.0% | +49.4% | +59.9% |
| 1Y | +92.6% | +19.3% | +73.2% | +77.3% |
| 3Y | -6.1% | -15.3% | +9.2% | -6.4% |
| 5Y | +6.2% | -3.8% | +10.0% | -1.1% |
| 10Y | +153.6% | +318.5% | -164.9% | +48.9% |
| All | +490.0% | +1,030.0% | -539.9% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling