+8.0%
HUM vs CMS
+36.3%
-28.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +3.7% | +1.7% | +2.0% | +3.5% |
| 30D | +5.5% | +6.2% | -0.7% | +4.6% |
| 3M | +17.1% | +0.6% | +16.5% | +17.0% |
| 6M | +48.3% | -1.8% | +50.0% | +48.3% |
| YTD | +77.4% | +3.8% | +73.5% | +74.7% |
| 1Y | +92.6% | -1.8% | +94.3% | +92.0% |
| 3Y | -6.1% | +39.8% | -45.9% | -14.9% |
| All | +8.0% | +36.3% | -28.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling