+1,249.5%
CLS vs HUM
-11.4%
+1,260.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +5.0% | -1.4% | +6.4% | +4.9% |
| 30D | +4.8% | +7.5% | -2.7% | +5.1% |
| 3M | -10.4% | +10.2% | -20.6% | -9.8% |
| 6M | +20.8% | +132.5% | -111.7% | +28.5% |
| YTD | +10.0% | +57.6% | -47.6% | +13.9% |
| 1Y | +28.5% | +48.6% | -20.1% | +32.9% |
| All | +1,249.5% | -11.4% | +1,260.8% | +1,144.4% |
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 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