+124.6%
CLF vs HUM
+152.7%
-28.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.2% |
| 7D | -3.5% | +2.1% | -5.6% | -4.2% |
| 30D | -1.6% | +5.4% | -6.9% | -3.3% |
| 3M | -12.0% | +11.4% | -23.4% | -15.7% |
| 6M | +30.0% | +141.5% | -111.5% | -5.8% |
| YTD | -9.2% | +61.2% | -70.4% | -25.4% |
| 1Y | +2.3% | +49.2% | -46.9% | -14.5% |
| 3Y | -14.4% | -9.0% | -5.4% | -17.6% |
| 5Y | -48.3% | +7.2% | -55.5% | -56.8% |
| All | +124.6% | +152.7% | -28.1% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling