-9.0%
HUM vs CHRW
+88.3%
-97.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.8% |
| 30D | +5.4% | +4.6% | +0.8% | +5.0% |
| 3M | +11.4% | -19.7% | +31.1% | +13.4% |
| 6M | +141.5% | -12.4% | +153.9% | +143.4% |
| YTD | +61.2% | -3.9% | +65.1% | +60.6% |
| 1Y | +49.2% | +18.4% | +30.8% | +46.0% |
| 3Y | -9.0% | +88.8% | -97.9% | -17.7% |
| All | -9.0% | +88.3% | -97.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling