-7.7%
HUM vs CVE
+53.7%
-61.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.3% |
| 7D | +4.6% | -16.1% | +20.8% | +4.8% |
| 30D | +9.6% | -10.4% | +20.0% | +9.7% |
| 3M | +18.4% | -2.4% | +20.7% | +18.3% |
| 6M | +76.9% | -4.4% | +81.3% | +76.7% |
| YTD | +71.0% | +64.9% | +6.0% | +71.0% |
| 1Y | +75.0% | +66.0% | +9.0% | +75.1% |
| 3Y | -7.7% | +57.7% | -65.3% | -10.3% |
| All | -7.7% | +53.7% | -61.4% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling