+4.8%
HUM vs COO
-51.8%
+56.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.8% | +2.5% |
| 7D | -1.4% | -23.3% | +21.9% | +2.6% |
| 30D | +7.5% | -29.5% | +37.0% | +13.4% |
| 3M | +10.2% | -20.0% | +30.2% | +13.6% |
| 6M | +132.5% | -27.2% | +159.7% | +143.7% |
| YTD | +57.6% | -33.9% | +91.5% | +68.1% |
| 1Y | +48.6% | -19.9% | +68.5% | +53.2% |
| 3Y | -11.2% | -38.1% | +26.9% | -5.4% |
| 5Y | +4.8% | -52.0% | +56.8% | +18.7% |
| All | +4.8% | -51.8% | +56.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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