+49.2%
HUM vs CMS
-2.9%
+52.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.1% |
| 7D | +2.1% | -1.9% | +4.0% | +1.7% |
| 30D | +5.4% | -4.1% | +9.5% | +4.6% |
| 3M | +11.4% | -7.1% | +18.5% | +10.0% |
| 6M | +141.5% | -10.1% | +151.6% | +137.0% |
| YTD | +61.2% | -1.7% | +62.9% | +54.1% |
| 1Y | +49.2% | -3.4% | +52.5% | +39.1% |
| All | +49.2% | -2.9% | +52.0% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling