+4.8%
HUM vs CHRW
+94.0%
-89.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.4% | +4.4% | -5.8% | -1.8% |
| 30D | +7.5% | +5.5% | +2.0% | +7.0% |
| 3M | +10.2% | -17.3% | +27.5% | +11.7% |
| 6M | +132.5% | -12.7% | +145.2% | +134.3% |
| YTD | +57.6% | -4.1% | +61.7% | +57.2% |
| 1Y | +48.6% | +21.2% | +27.4% | +45.3% |
| 3Y | -11.2% | +88.9% | -100.1% | -17.2% |
| 5Y | +4.8% | +93.1% | -88.3% | -5.7% |
| All | +4.8% | +94.0% | -89.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling