+4.8%
HUM vs CNH
+8.8%
-4.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | -1.4% | -2.5% | +1.0% | -1.2% |
| 30D | +7.5% | +27.0% | -19.5% | +4.4% |
| 3M | +10.2% | +32.6% | -22.4% | +6.4% |
| 6M | +132.5% | +23.6% | +109.0% | +125.5% |
| YTD | +57.6% | +47.8% | +9.8% | +49.3% |
| 1Y | +48.6% | +21.3% | +27.3% | +43.9% |
| 3Y | -11.2% | +7.0% | -18.1% | -12.8% |
| 5Y | +4.8% | +10.2% | -5.4% | +0.8% |
| All | +4.8% | +8.8% | -4.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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