+28.3%
CL vs HUM
+1.5%
+26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.5% | +3.7% | -9.2% | -5.7% |
| 3M | +0.8% | +10.4% | -9.6% | +0.2% |
| 6M | -4.2% | +125.7% | -129.9% | -8.8% |
| YTD | +13.4% | +57.3% | -43.9% | +10.1% |
| 1Y | +7.1% | +48.6% | -41.6% | +4.1% |
| 3Y | +29.0% | -11.3% | +40.3% | +33.4% |
| 5Y | +28.3% | +0.8% | +27.5% | +28.7% |
| All | +28.3% | +1.5% | +26.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling