+8.0%
HUM vs CFG
+61.7%
-53.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +3.2% | +0.6% | +3.2% |
| 30D | +5.5% | +5.1% | +0.4% | +4.5% |
| 3M | +17.1% | -11.2% | +28.4% | +19.5% |
| 6M | +48.3% | +9.6% | +38.7% | +45.6% |
| YTD | +77.4% | +15.0% | +62.4% | +72.3% |
| 1Y | +92.6% | +29.9% | +62.7% | +83.2% |
| 3Y | -6.1% | +192.1% | -198.2% | -20.0% |
| All | +8.0% | +61.7% | -53.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling