+5,695.2%
HUM vs CGNX
+12,871.6%
-7,176.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.8% |
| 7D | +2.1% | +3.2% | -1.1% | +1.7% |
| 30D | +5.4% | +6.0% | -0.6% | +4.7% |
| 3M | +11.4% | +3.5% | +7.9% | +10.6% |
| 6M | +141.5% | +26.3% | +115.2% | +134.1% |
| YTD | +61.2% | +79.2% | -18.1% | +49.3% |
| 1Y | +49.2% | +43.8% | +5.4% | +41.0% |
| 3Y | -9.0% | +52.0% | -61.0% | -15.9% |
| 5Y | +7.2% | -24.0% | +31.2% | +5.1% |
| 10Y | +152.7% | +189.1% | -36.4% | +111.4% |
| All | +5,695.2% | +12,871.6% | -7,176.4% | +3,124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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