-53.5%
CSGP vs HUM
+72.8%
-126.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.1% |
| 7D | -1.8% | +3.1% | -4.9% | -1.6% |
| 30D | +5.3% | -1.8% | +7.1% | +5.2% |
| 3M | +3.3% | +10.2% | -6.9% | +3.9% |
| 6M | -4.7% | +54.6% | -59.3% | -2.1% |
| YTD | -53.5% | +66.8% | -120.4% | -51.3% |
| All | -53.5% | +72.8% | -126.3% | -52.5% |
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