+146.7%
HUM vs CF
+599.7%
-453.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +3.7% | +14.3% | -10.6% | +1.4% |
| 3M | +10.4% | +27.9% | -17.4% | +5.7% |
| 6M | +125.7% | +25.5% | +100.2% | +114.2% |
| YTD | +57.3% | +81.2% | -23.8% | +39.1% |
| 1Y | +48.6% | +66.5% | -17.9% | +33.4% |
| 3Y | -11.3% | +76.7% | -88.0% | -22.8% |
| 5Y | +0.8% | +237.8% | -237.0% | -28.6% |
| 10Y | +146.7% | +619.9% | -473.2% | +39.5% |
| All | +146.7% | +599.7% | -453.0% | +39.5% |
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