+6,277.2%
HUM vs COO
+5,381.5%
+895.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +3.7% | +0.5% | +3.3% | +3.7% |
| 30D | +5.5% | +14.2% | -8.6% | +4.4% |
| 3M | +17.1% | -18.2% | +35.4% | +18.6% |
| 6M | +48.3% | +5.3% | +42.9% | +47.3% |
| YTD | +77.4% | -23.6% | +100.9% | +80.3% |
| 1Y | +92.6% | -12.7% | +105.2% | +93.8% |
| 3Y | -6.1% | -24.2% | +18.1% | -5.0% |
| 5Y | +6.2% | -40.0% | +46.2% | +8.8% |
| 10Y | +153.6% | +41.6% | +112.1% | +146.4% |
| All | +6,277.2% | +5,381.5% | +895.7% | +5,537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling