+0.8%
HUM vs CMS
+23.1%
-22.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +3.7% | -1.3% | +5.0% | +3.9% |
| 3M | +10.4% | -5.4% | +15.8% | +11.1% |
| 6M | +125.7% | -10.3% | +136.1% | +128.9% |
| YTD | +57.3% | -0.2% | +57.6% | +56.0% |
| 1Y | +48.6% | -0.9% | +49.5% | +47.5% |
| 3Y | -11.3% | +34.0% | -45.3% | -18.7% |
| 5Y | +0.8% | +23.6% | -22.7% | -7.7% |
| All | +0.8% | +23.1% | -22.3% | -7.7% |
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