+4.8%
HUM vs CP
+32.2%
-27.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | -1.4% | -2.7% | +1.3% | -0.9% |
| 30D | +7.5% | -3.4% | +10.8% | +8.2% |
| 3M | +10.2% | -0.6% | +10.8% | +10.1% |
| 6M | +132.5% | +6.3% | +126.2% | +128.3% |
| YTD | +57.6% | +21.2% | +36.4% | +50.0% |
| 1Y | +48.6% | +20.0% | +28.6% | +41.7% |
| 3Y | -11.2% | +18.7% | -29.9% | -15.6% |
| 5Y | +4.8% | +34.8% | -30.0% | -7.2% |
| All | +4.8% | +32.2% | -27.4% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling