+910.1%
HUM vs CF
+5,948.3%
-5,038.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +4.2% | +6.0% | -1.9% | +3.2% |
| 30D | +10.4% | +14.8% | -4.5% | +7.8% |
| 3M | +15.1% | +14.1% | +1.0% | +12.3% |
| 6M | +120.9% | +28.5% | +92.4% | +109.1% |
| YTD | +57.9% | +74.9% | -17.0% | +41.7% |
| 1Y | +30.6% | +61.7% | -31.1% | +18.6% |
| 3Y | -9.6% | +80.3% | -89.9% | -20.8% |
| 5Y | +1.6% | +226.0% | -224.4% | -22.8% |
| 10Y | +146.4% | +569.9% | -423.4% | +57.3% |
| All | +910.1% | +5,948.3% | -5,038.2% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling