+3,616.8%
CLS vs HUM
+0.5%
+3,616.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +5.0% | -1.4% | +6.4% | +5.0% |
| 30D | +4.8% | +7.5% | -2.7% | +4.6% |
| 3M | -10.4% | +10.2% | -20.6% | -10.4% |
| 6M | +20.8% | +132.5% | -111.7% | +20.0% |
| YTD | +10.0% | +57.6% | -47.6% | +9.5% |
| 1Y | +28.5% | +48.6% | -20.1% | +28.0% |
| 3Y | +1,292.2% | -11.2% | +1,303.4% | +1,333.7% |
| 5Y | +3,616.8% | +4.8% | +3,612.0% | +3,314.7% |
| All | +3,616.8% | +0.5% | +3,616.3% | +3,314.7% |
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