+152.3%
HUM vs COPX
+583.8%
-431.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -2.3% | +4.4% | +2.4% |
| 30D | +5.4% | +0.3% | +5.1% | +5.1% |
| 3M | +11.4% | +6.8% | +4.6% | +9.5% |
| 6M | +141.5% | +7.9% | +133.6% | +134.8% |
| YTD | +61.2% | +23.7% | +37.5% | +51.0% |
| 1Y | +49.2% | +71.5% | -22.4% | +30.0% |
| 3Y | -9.0% | +149.1% | -158.1% | -29.6% |
| 5Y | +7.2% | +167.3% | -160.2% | -21.6% |
| All | +152.3% | +583.8% | -431.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling