+146.4%
HUM vs CF
+479.1%
-332.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +4.8% | -1.0% | +3.0% |
| 30D | +5.5% | +4.7% | +0.8% | +4.6% |
| 3M | +17.1% | +7.4% | +9.7% | +15.4% |
| 6M | +48.3% | +0.6% | +47.7% | +47.3% |
| YTD | +77.4% | +64.1% | +13.3% | +59.3% |
| 1Y | +92.6% | +51.4% | +41.2% | +75.4% |
| 3Y | -6.1% | +67.8% | -73.9% | -17.6% |
| 5Y | +6.2% | +114.1% | -107.9% | -15.9% |
| All | +146.4% | +479.1% | -332.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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