+1,864.0%
HUM vs CHRW
+4,244.2%
-2,380.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +2.1% | +1.9% | +0.1% | +1.6% |
| 30D | +4.7% | +0.9% | +3.8% | +4.4% |
| 3M | +13.5% | -19.9% | +33.4% | +18.4% |
| 6M | +126.7% | -15.8% | +142.5% | +132.8% |
| YTD | +58.5% | -5.6% | +64.1% | +57.6% |
| 1Y | +31.7% | +21.0% | +10.7% | +22.6% |
| 3Y | -10.6% | +86.0% | -96.7% | -26.8% |
| 5Y | +2.5% | +88.6% | -86.2% | -18.6% |
| 10Y | +148.7% | +169.3% | -20.6% | +76.4% |
| All | +1,864.0% | +4,244.2% | -2,380.2% | +647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling