+40.1%
CSGP vs HUM
+149.1%
-109.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -5.1% | +2.1% | -7.2% | -5.5% |
| 30D | +0.3% | +4.7% | -4.4% | -0.7% |
| 3M | -9.1% | +13.5% | -22.6% | -11.9% |
| 6M | -37.3% | +126.7% | -164.0% | -48.2% |
| YTD | -54.9% | +58.5% | -113.4% | -60.0% |
| 1Y | -65.5% | +31.7% | -97.3% | -68.3% |
| 3Y | -63.3% | -10.6% | -52.6% | -63.5% |
| 5Y | -65.8% | +2.5% | -68.3% | -68.5% |
| 10Y | +40.1% | +148.7% | -108.5% | +2.4% |
| All | +40.1% | +149.1% | -109.0% | +2.4% |
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