-29.6%
CLS vs HUM
+51.1%
-80.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -8.9% | -9.1% |
| 7D | -21.1% | +1.6% | -22.7% | -21.2% |
| 30D | -38.2% | +3.5% | -41.7% | -38.3% |
| 3M | -36.3% | +15.5% | -51.8% | -36.2% |
| 6M | -43.8% | +76.2% | -120.0% | -40.4% |
| YTD | -20.0% | +64.5% | -84.6% | -19.0% |
| 1Y | -29.6% | +50.0% | -79.6% | -28.0% |
| All | -29.6% | +51.1% | -80.7% | -28.0% |
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