+147.3%
HUM vs CVE
+132.7%
+14.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +4.8% | -10.0% | +14.8% | +6.0% |
| 30D | +1.6% | -11.9% | +13.5% | +3.0% |
| 3M | +13.8% | -5.9% | +19.8% | +14.3% |
| 6M | +60.0% | -1.6% | +61.6% | +59.6% |
| YTD | +72.7% | +66.3% | +6.4% | +61.3% |
| 1Y | +86.1% | +57.5% | +28.6% | +75.0% |
| 3Y | -7.8% | +65.4% | -73.3% | -15.1% |
| 5Y | +2.7% | +144.2% | -141.5% | -13.0% |
| 10Y | +147.3% | +135.5% | +11.8% | +66.9% |
| All | +147.3% | +132.7% | +14.6% | +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