+63.6%
CSGP vs HUM
+163.7%
-100.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -5.7% |
| 7D | +1.3% | +4.6% | -3.4% | +0.2% |
| 30D | +10.7% | +9.6% | +1.1% | +8.3% |
| 3M | +3.3% | +18.4% | -15.1% | -0.7% |
| 6M | -10.3% | +76.9% | -87.2% | -21.5% |
| YTD | -54.6% | +71.0% | -125.5% | -60.5% |
| 1Y | -54.6% | +75.0% | -129.6% | -60.9% |
| 3Y | -60.3% | -7.7% | -52.7% | -60.6% |
| 5Y | -63.3% | +0.6% | -63.9% | -65.6% |
| All | +63.6% | +163.7% | -100.1% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling