-10.6%
HUM vs CF
+76.4%
-87.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +4.7% | +18.1% | -13.4% | +4.0% |
| 3M | +13.5% | +23.4% | -9.9% | +12.3% |
| 6M | +126.7% | +17.1% | +109.6% | +123.5% |
| YTD | +58.5% | +76.2% | -17.7% | +50.4% |
| 1Y | +31.7% | +62.3% | -30.5% | +26.0% |
| 3Y | -10.6% | +71.8% | -82.5% | -15.5% |
| All | -10.6% | +76.4% | -87.0% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling