+3,154.0%
CLS vs HUM
+152.7%
+3,001.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +6.2% |
| 7D | +10.9% | +2.1% | +8.9% | +10.6% |
| 30D | +2.1% | +5.4% | -3.3% | +1.2% |
| 3M | -10.2% | +11.4% | -21.6% | -11.7% |
| 6M | +30.4% | +141.5% | -111.1% | +11.2% |
| YTD | +17.2% | +61.2% | -44.0% | +6.2% |
| 1Y | +41.0% | +49.2% | -8.1% | +28.8% |
| 3Y | +1,338.0% | -9.0% | +1,347.0% | +1,335.4% |
| 5Y | +3,860.6% | +7.2% | +3,853.4% | +3,477.9% |
| All | +3,154.0% | +152.7% | +3,001.3% | +2,346.2% |
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