+49.2%
HUM vs CPB
-33.6%
+82.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.1% | -1.8% | +3.8% | +2.0% |
| 30D | +5.4% | -7.1% | +12.5% | +5.2% |
| 3M | +11.4% | -6.0% | +17.5% | +11.1% |
| 6M | +141.5% | -5.3% | +146.8% | +141.3% |
| YTD | +61.2% | -20.8% | +82.0% | +60.9% |
| 1Y | +49.2% | -33.8% | +83.0% | +55.1% |
| All | +49.2% | -33.6% | +82.8% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling