+146.7%
HUM vs CMS
+120.6%
+26.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | +7.5% | -2.8% | +10.3% | +8.6% |
| 3M | +10.2% | -7.1% | +17.3% | +12.9% |
| 6M | +132.5% | -10.0% | +142.6% | +139.9% |
| YTD | +57.6% | -0.9% | +58.6% | +56.3% |
| 1Y | +48.6% | -2.0% | +50.6% | +47.9% |
| 3Y | -11.2% | +33.0% | -44.1% | -23.7% |
| 5Y | +4.8% | +24.3% | -19.5% | -9.0% |
| All | +146.7% | +120.6% | +26.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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