+152.3%
HUM vs CHRW
+183.1%
-30.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.4% |
| 30D | +5.4% | +4.6% | +0.8% | +4.5% |
| 3M | +11.4% | -19.7% | +31.1% | +15.3% |
| 6M | +141.5% | -12.4% | +153.9% | +145.0% |
| YTD | +61.2% | -3.9% | +65.1% | +59.6% |
| 1Y | +49.2% | +18.4% | +30.8% | +41.0% |
| 3Y | -9.0% | +88.8% | -97.9% | -24.1% |
| 5Y | +7.2% | +93.5% | -86.4% | -15.1% |
| All | +152.3% | +183.1% | -30.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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