+20.4%
CLF vs HUM
+89.6%
-69.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | +10.4% | +3.7% | +6.6% | +9.9% |
| 30D | +0.6% | +5.5% | -5.0% | -0.2% |
| 3M | +4.1% | +17.1% | -13.0% | +2.2% |
| 6M | +15.1% | +48.3% | -33.2% | +9.9% |
| YTD | -4.7% | +77.4% | -82.1% | -13.3% |
| 1Y | +20.4% | +92.6% | -72.2% | +4.4% |
| All | +20.4% | +89.6% | -69.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling