+152.3%
HUM vs CPB
-45.3%
+197.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.1% | -1.8% | +3.8% | +2.3% |
| 30D | +5.4% | -7.1% | +12.5% | +6.5% |
| 3M | +11.4% | -6.0% | +17.5% | +12.1% |
| 6M | +141.5% | -5.3% | +146.8% | +142.2% |
| YTD | +61.2% | -20.8% | +82.0% | +66.7% |
| 1Y | +49.2% | -33.8% | +83.0% | +59.6% |
| 3Y | -9.0% | -43.7% | +34.7% | -0.1% |
| 5Y | +7.2% | -40.7% | +47.9% | +16.3% |
| All | +152.3% | -45.3% | +197.6% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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