+2,409.2%
HUM vs CNI
+6,516.9%
-4,107.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +2.1% | -0.4% | +2.4% | +2.2% |
| 30D | +5.4% | -2.7% | +8.1% | +6.3% |
| 3M | +11.4% | +3.9% | +7.5% | +9.6% |
| 6M | +141.5% | +16.4% | +125.1% | +127.3% |
| YTD | +61.2% | +25.8% | +35.4% | +47.3% |
| 1Y | +49.2% | +32.4% | +16.8% | +33.8% |
| 3Y | -9.0% | +19.1% | -28.1% | -16.5% |
| 5Y | +7.2% | +13.6% | -6.4% | -1.8% |
| 10Y | +152.7% | +136.8% | +15.9% | +74.5% |
| All | +2,409.2% | +6,516.9% | -4,107.7% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling