-53.3%
CSGP vs HUM
+51.1%
-104.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +18.3% | +1.6% | +16.7% | +18.4% |
| 30D | +17.8% | +3.5% | +14.3% | +18.0% |
| 3M | +9.3% | +15.5% | -6.2% | +9.9% |
| 6M | -7.9% | +76.2% | -84.1% | -4.9% |
| YTD | -51.5% | +64.5% | -116.1% | -49.6% |
| 1Y | -53.3% | +50.0% | -103.3% | -50.6% |
| All | -53.3% | +51.1% | -104.4% | -50.6% |
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