+49.2%
HUM vs CHRW
+21.9%
+27.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.9% |
| 30D | +5.4% | +4.6% | +0.8% | +5.1% |
| 3M | +11.4% | -19.7% | +31.1% | +13.0% |
| 6M | +141.5% | -12.4% | +153.9% | +143.3% |
| YTD | +61.2% | -3.9% | +65.1% | +61.3% |
| 1Y | +49.2% | +18.4% | +30.8% | +53.6% |
| All | +49.2% | +21.9% | +27.2% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling