+1,021.4%
HUM vs CVE
+89.9%
+931.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +4.2% | +2.5% | +1.6% | +3.8% |
| 30D | +10.4% | +16.7% | -6.4% | +7.9% |
| 3M | +15.1% | +9.3% | +5.8% | +13.3% |
| 6M | +120.9% | +43.6% | +77.3% | +109.0% |
| YTD | +57.9% | +93.6% | -35.6% | +42.7% |
| 1Y | +30.6% | +98.8% | -68.2% | +17.4% |
| 3Y | -9.6% | +73.6% | -83.2% | -18.6% |
| 5Y | +1.6% | +312.5% | -310.9% | -23.3% |
| 10Y | +146.4% | +161.0% | -14.6% | +71.9% |
| All | +1,021.4% | +89.9% | +931.4% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling