+0.4%
HUM vs CF
+120.6%
-120.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | +4.6% | -3.2% | +7.8% | +4.8% |
| 30D | +9.6% | +4.3% | +5.3% | +9.3% |
| 3M | +18.4% | +2.8% | +15.6% | +18.1% |
| 6M | +76.9% | +0.6% | +76.3% | +76.4% |
| YTD | +71.0% | +56.6% | +14.3% | +63.7% |
| 1Y | +75.0% | +49.6% | +25.4% | +68.1% |
| 3Y | -7.7% | +61.5% | -69.2% | -12.3% |
| All | +0.4% | +120.6% | -120.2% | -6.7% |
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