+29.6%
CL vs HUM
-11.4%
+41.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.4% | +2.1% | -3.4% | -1.4% |
| 30D | -5.2% | +4.7% | -9.9% | -5.2% |
| 3M | +3.3% | +13.5% | -10.2% | +3.1% |
| 6M | -4.4% | +126.7% | -131.0% | -5.7% |
| YTD | +13.9% | +58.5% | -44.6% | +13.0% |
| 1Y | +7.6% | +31.7% | -24.1% | +7.2% |
| 3Y | +29.6% | -10.6% | +40.2% | +36.5% |
| All | +29.6% | -11.4% | +41.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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