-64.8%
CSGP vs HUM
+1.5%
-66.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -4.1% | +4.2% | -8.2% | -4.4% |
| 30D | +2.3% | +10.4% | -8.1% | +1.3% |
| 3M | -8.2% | +15.1% | -23.2% | -9.6% |
| 6M | -35.1% | +120.9% | -156.0% | -40.6% |
| YTD | -54.0% | +57.9% | -112.0% | -56.4% |
| 1Y | -65.3% | +30.6% | -95.9% | -66.3% |
| 3Y | -62.6% | -9.6% | -53.0% | -61.7% |
| All | -64.8% | +1.5% | -66.3% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling