+2.0%
HUM vs CF
+227.0%
-224.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | +4.2% | +6.0% | -1.9% | +3.8% |
| 30D | +10.4% | +14.8% | -4.5% | +9.5% |
| 3M | +15.1% | +14.1% | +1.0% | +14.0% |
| 6M | +120.9% | +28.5% | +92.4% | +115.9% |
| YTD | +57.9% | +74.9% | -17.0% | +50.5% |
| 1Y | +30.6% | +61.7% | -31.1% | +25.2% |
| 3Y | -9.6% | +80.3% | -89.9% | -14.6% |
| All | +2.0% | +227.0% | -224.9% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling