+5,566.9%
HUM vs CHD
+9,738.0%
-4,171.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.4% | -4.7% | +3.3% | -0.2% |
| 30D | +7.5% | -8.3% | +15.8% | +9.8% |
| 3M | +10.2% | -4.0% | +14.2% | +11.1% |
| 6M | +132.5% | -6.5% | +139.1% | +135.5% |
| YTD | +57.6% | +13.1% | +44.5% | +51.7% |
| 1Y | +48.6% | +2.3% | +46.3% | +46.5% |
| 3Y | -11.2% | +1.8% | -12.9% | -12.9% |
| 5Y | +4.8% | +20.6% | -15.8% | -2.6% |
| 10Y | +147.1% | +125.6% | +21.5% | +92.3% |
| All | +5,566.9% | +9,738.0% | -4,171.1% | +1,793.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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