+5,578.4%
HUM vs COO
+5,988.7%
-410.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +4.2% | -2.2% | +6.4% | +4.3% |
| 30D | +10.4% | -7.0% | +17.4% | +10.9% |
| 3M | +15.1% | +12.2% | +2.9% | +14.0% |
| 6M | +120.9% | -15.1% | +136.0% | +123.3% |
| YTD | +57.9% | -15.1% | +73.0% | +59.6% |
| 1Y | +30.6% | +2.3% | +28.2% | +30.1% |
| 3Y | -9.6% | -23.7% | +14.1% | -8.5% |
| 5Y | +1.6% | -38.9% | +40.5% | +4.0% |
| 10Y | +146.4% | +49.9% | +96.5% | +138.6% |
| All | +5,578.4% | +5,988.7% | -410.3% | +4,890.0% |
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