+267.1%
HUM vs CFG
+361.3%
-94.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +3.2% | +0.6% | +2.9% |
| 30D | +5.5% | +5.1% | +0.4% | +4.1% |
| 3M | +17.1% | -11.2% | +28.4% | +20.5% |
| 6M | +48.3% | +9.6% | +38.7% | +44.5% |
| YTD | +77.4% | +15.0% | +62.4% | +70.2% |
| 1Y | +92.6% | +29.9% | +62.7% | +79.2% |
| 3Y | -6.1% | +192.1% | -198.2% | -29.8% |
| 5Y | +6.2% | +62.3% | -56.0% | -10.8% |
| 10Y | +153.6% | +219.2% | -65.5% | +55.4% |
| All | +267.1% | +361.3% | -94.2% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling