+5,578.4%
HUM vs CMS
+457.8%
+5,120.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +10.4% | -3.6% | +14.0% | +11.4% |
| 3M | +15.1% | -1.9% | +17.0% | +15.4% |
| 6M | +120.9% | -11.0% | +131.9% | +126.7% |
| YTD | +57.9% | +0.2% | +57.7% | +56.9% |
| 1Y | +30.6% | -1.3% | +31.9% | +30.1% |
| 3Y | -9.6% | +35.9% | -45.5% | -18.2% |
| 5Y | +1.6% | +23.1% | -21.5% | -6.3% |
| 10Y | +146.4% | +117.9% | +28.5% | +95.8% |
| All | +5,578.4% | +457.8% | +5,120.6% | +3,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling