+1,113.9%
HUM vs CVE
+61.8%
+1,052.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.4% |
| 7D | +4.6% | -16.1% | +20.8% | +7.1% |
| 30D | +9.6% | -10.4% | +20.0% | +11.1% |
| 3M | +18.4% | -2.4% | +20.7% | +18.4% |
| 6M | +76.9% | -4.4% | +81.3% | +77.0% |
| YTD | +71.0% | +64.9% | +6.0% | +57.6% |
| 1Y | +75.0% | +66.0% | +9.0% | +61.1% |
| 3Y | -7.7% | +57.7% | -65.3% | -15.9% |
| 5Y | +0.6% | +144.7% | -144.1% | -17.5% |
| 10Y | +182.1% | +139.2% | +42.9% | +98.1% |
| All | +1,113.9% | +61.8% | +1,052.0% | +766.9% |
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 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