+48.6%
HUM vs CFG
+37.9%
+10.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | +7.5% | -4.6% | +12.1% | +8.4% |
| 3M | +10.2% | +7.9% | +2.3% | +8.4% |
| 6M | +132.5% | +19.9% | +112.7% | +121.9% |
| YTD | +57.6% | +21.7% | +35.9% | +49.0% |
| 1Y | +48.6% | +38.4% | +10.2% | +38.3% |
| All | +48.6% | +37.9% | +10.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling