+3,419.7%
CLS vs HUM
+1,404.9%
+2,014.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.6% |
| 7D | +12.8% | +2.1% | +10.7% | +12.3% |
| 30D | +3.8% | +4.7% | -0.9% | +3.0% |
| 3M | -14.6% | +13.5% | -28.1% | -16.6% |
| 6M | +32.2% | +126.7% | -94.4% | +12.5% |
| YTD | +11.6% | +58.5% | -46.9% | +0.4% |
| 1Y | +35.1% | +31.7% | +3.3% | +24.8% |
| 3Y | +1,312.5% | -10.6% | +1,323.2% | +1,260.7% |
| 5Y | +3,542.1% | +2.5% | +3,539.6% | +3,252.3% |
| 10Y | +2,944.0% | +148.7% | +2,795.3% | +2,206.5% |
| All | +3,419.7% | +1,404.9% | +2,014.7% | +2,079.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling