+8.0%
HUM vs CPB
-33.2%
+41.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +1.0% |
| 7D | +3.7% | -1.6% | +5.3% | +3.9% |
| 30D | +5.5% | +19.2% | -13.7% | +3.0% |
| 3M | +17.1% | -0.9% | +18.1% | +17.2% |
| 6M | +48.3% | +15.2% | +33.0% | +44.3% |
| YTD | +77.4% | -13.1% | +90.5% | +81.1% |
| 1Y | +92.6% | -22.4% | +115.0% | +101.5% |
| 3Y | -6.1% | -35.3% | +29.2% | +2.2% |
| All | +8.0% | -33.2% | +41.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling