-9.0%
HUM vs CNI
+19.7%
-28.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +2.1% | -0.4% | +2.4% | +2.1% |
| 30D | +5.4% | -2.7% | +8.1% | +5.9% |
| 3M | +11.4% | +3.9% | +7.5% | +10.1% |
| 6M | +141.5% | +16.4% | +125.1% | +131.1% |
| YTD | +61.2% | +25.8% | +35.4% | +50.9% |
| 1Y | +49.2% | +32.4% | +16.8% | +38.0% |
| 3Y | -9.0% | +19.1% | -28.1% | -10.8% |
| All | -9.0% | +19.7% | -28.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling