-48.2%
CLF vs HUM
+1.5%
-49.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -3.2% | +3.7% | -6.9% | -3.8% |
| 3M | -5.0% | +10.4% | -15.4% | -6.8% |
| 6M | +26.6% | +125.7% | -99.1% | +8.1% |
| YTD | -9.0% | +57.3% | -66.3% | -17.6% |
| 1Y | +11.8% | +48.6% | -36.8% | +1.8% |
| 3Y | -15.1% | -11.3% | -3.8% | -17.6% |
| 5Y | -48.2% | +0.8% | -49.0% | -54.1% |
| All | -48.2% | +1.5% | -49.7% | -54.1% |
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 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