+50.0%
HUM vs CVE
+73.4%
-23.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | 0.0% |
| 7D | +1.6% | -12.1% | +13.6% | +1.8% |
| 30D | +3.5% | -9.8% | +13.3% | +3.7% |
| 3M | +15.5% | -0.7% | +16.2% | +15.2% |
| 6M | +76.2% | -4.3% | +80.5% | +75.9% |
| YTD | +64.5% | +70.6% | -6.1% | +62.7% |
| 1Y | +50.0% | +73.2% | -23.1% | +47.8% |
| All | +50.0% | +73.4% | -23.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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