-58.1%
CLSK vs HUM
+51.1%
-109.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.5% |
| 7D | -20.7% | +1.6% | -22.3% | -20.9% |
| 30D | -45.5% | +3.5% | -49.0% | -45.7% |
| 3M | -52.0% | +15.5% | -67.5% | -52.9% |
| 6M | -47.0% | +76.2% | -123.2% | -49.2% |
| YTD | -32.8% | +64.5% | -97.3% | -39.4% |
| 1Y | -58.1% | +50.0% | -108.1% | -59.1% |
| All | -58.1% | +51.1% | -109.2% | -59.1% |
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