+226.9%
HUM vs CFG
+396.4%
-169.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +4.2% | +1.5% | +2.6% | +3.8% |
| 30D | +10.4% | -3.8% | +14.2% | +11.4% |
| 3M | +15.1% | +11.5% | +3.6% | +11.8% |
| 6M | +120.9% | +19.2% | +101.7% | +110.8% |
| YTD | +57.9% | +23.7% | +34.2% | +48.9% |
| 1Y | +30.6% | +38.8% | -8.3% | +19.4% |
| 3Y | -9.6% | +178.9% | -188.5% | -31.9% |
| 5Y | +1.6% | +101.8% | -100.2% | -19.7% |
| 10Y | +146.4% | +317.3% | -170.8% | +40.3% |
| All | +226.9% | +396.4% | -169.4% | +70.3% |
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 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