+5,600.3%
HUM vs CP
+7,629.6%
-2,029.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +1.4% |
| 30D | +4.7% | -0.5% | +5.2% | +4.7% |
| 3M | +13.5% | +1.4% | +12.1% | +12.8% |
| 6M | +126.7% | +10.3% | +116.4% | +119.2% |
| YTD | +58.5% | +24.3% | +34.3% | +47.6% |
| 1Y | +31.7% | +20.4% | +11.3% | +24.0% |
| 3Y | -10.6% | +21.8% | -32.4% | -17.5% |
| 5Y | +2.5% | +31.5% | -29.0% | -9.2% |
| 10Y | +148.7% | +223.2% | -74.6% | +66.7% |
| All | +5,600.3% | +7,629.6% | -2,029.2% | +1,211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling