+146.7%
HUM vs CVE
+167.0%
-20.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | +3.7% | +13.2% | -9.5% | +2.2% |
| 3M | +10.4% | +21.7% | -11.3% | +7.7% |
| 6M | +125.7% | +48.4% | +77.4% | +114.8% |
| YTD | +57.3% | +100.1% | -42.8% | +44.1% |
| 1Y | +48.6% | +107.8% | -59.2% | +35.5% |
| 3Y | -11.3% | +76.9% | -88.2% | -18.8% |
| 5Y | +0.8% | +346.2% | -345.4% | -21.3% |
| 10Y | +146.7% | +173.5% | -26.9% | +66.9% |
| All | +146.7% | +167.0% | -20.3% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling