+30.6%
HUM vs CRS
+102.1%
-71.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +10.4% | -16.6% | +27.0% | +13.5% |
| 3M | +15.1% | -3.5% | +18.5% | +15.6% |
| 6M | +120.9% | +15.4% | +105.5% | +114.4% |
| YTD | +57.9% | +51.2% | +6.7% | +45.1% |
| 1Y | +30.6% | +98.3% | -67.7% | +14.3% |
| All | +30.6% | +102.1% | -71.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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