+5,578.4%
HUM vs CP
+7,669.4%
-2,091.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +4.2% | -2.7% | +6.8% | +4.9% |
| 30D | +10.4% | +0.2% | +10.2% | +10.2% |
| 3M | +15.1% | +2.6% | +12.5% | +13.9% |
| 6M | +120.9% | +6.0% | +115.0% | +116.2% |
| YTD | +57.9% | +24.9% | +33.0% | +46.9% |
| 1Y | +30.6% | +20.1% | +10.4% | +23.0% |
| 3Y | -9.6% | +16.4% | -26.0% | -15.4% |
| 5Y | +1.6% | +31.7% | -30.2% | -10.0% |
| 10Y | +146.4% | +223.9% | -77.4% | +65.1% |
| All | +5,578.4% | +7,669.4% | -2,091.0% | +1,204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling