+152.3%
HUM vs CG
+314.7%
-162.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.6% |
| 7D | +2.1% | -9.9% | +11.9% | +4.4% |
| 30D | +5.4% | -11.7% | +17.1% | +8.0% |
| 3M | +11.4% | -4.3% | +15.7% | +11.9% |
| 6M | +141.5% | -8.8% | +150.3% | +144.5% |
| YTD | +61.2% | -26.9% | +88.0% | +71.1% |
| 1Y | +49.2% | -35.4% | +84.6% | +62.3% |
| 3Y | -9.0% | +43.0% | -52.1% | -20.5% |
| 5Y | +7.2% | +1.9% | +5.3% | -1.5% |
| All | +152.3% | +314.7% | -162.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling