+0.8%
HUM vs CFG
+99.7%
-98.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +3.7% | -4.5% | +8.3% | +4.5% |
| 3M | +10.4% | +6.3% | +4.1% | +9.1% |
| 6M | +125.7% | +20.6% | +105.1% | +117.8% |
| YTD | +57.3% | +21.2% | +36.1% | +51.4% |
| 1Y | +48.6% | +38.2% | +10.4% | +39.7% |
| 3Y | -11.3% | +185.9% | -197.2% | -25.1% |
| 5Y | +0.8% | +97.0% | -96.2% | -14.9% |
| All | +0.8% | +99.7% | -98.8% | -14.9% |
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