+146.4%
HUM vs CMS
+140.2%
+6.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | +3.7% | +1.7% | +2.0% | +3.1% |
| 30D | +5.5% | +6.2% | -0.7% | +3.1% |
| 3M | +17.1% | +0.6% | +16.5% | +16.7% |
| 6M | +48.3% | -1.8% | +50.0% | +48.4% |
| YTD | +77.4% | +3.8% | +73.5% | +72.6% |
| 1Y | +92.6% | -1.8% | +94.3% | +91.6% |
| 3Y | -6.1% | +39.8% | -45.9% | -21.1% |
| 5Y | +6.2% | +37.1% | -30.9% | -12.2% |
| All | +146.4% | +140.2% | +6.2% | +97.1% |
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