-23.4%
CLF vs HUM
-5.3%
-18.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | +10.4% | +3.7% | +6.6% | +9.7% |
| 30D | +0.6% | +5.5% | -5.0% | -0.3% |
| 3M | +4.1% | +17.1% | -13.0% | +1.5% |
| 6M | +15.1% | +48.3% | -33.2% | +7.8% |
| YTD | -4.7% | +77.4% | -82.1% | -14.4% |
| 1Y | +20.4% | +92.6% | -72.2% | +6.4% |
| 3Y | -23.4% | -6.1% | -17.3% | -31.5% |
| All | -23.4% | -5.3% | -18.1% | -31.5% |
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