+378.1%
HUM vs CNH
+64.7%
+313.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -2.0% |
| 7D | +4.2% | +23.3% | -19.1% | -0.3% |
| 30D | +10.4% | +33.5% | -23.1% | +3.7% |
| 3M | +15.1% | +32.7% | -17.7% | +8.0% |
| 6M | +120.9% | +22.2% | +98.7% | +109.6% |
| YTD | +57.9% | +57.7% | +0.3% | +41.6% |
| 1Y | +30.6% | +28.0% | +2.6% | +22.3% |
| 3Y | -9.6% | +11.5% | -21.1% | -14.8% |
| 5Y | +1.6% | +11.9% | -10.3% | -7.2% |
| 10Y | +146.4% | +162.8% | -16.3% | +71.2% |
| All | +378.1% | +64.7% | +313.4% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling