+3,225.2%
CSGP vs HUM
+1,500.1%
+1,725.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -5.6% |
| 7D | +1.3% | +4.6% | -3.4% | +0.4% |
| 30D | +10.7% | +9.6% | +1.1% | +8.7% |
| 3M | +3.3% | +18.4% | -15.1% | 0.0% |
| 6M | -10.3% | +76.9% | -87.2% | -19.4% |
| YTD | -54.6% | +71.0% | -125.5% | -59.4% |
| 1Y | -54.6% | +75.0% | -129.6% | -59.7% |
| 3Y | -60.3% | -7.7% | -52.7% | -61.7% |
| 5Y | -63.3% | +0.6% | -63.9% | -65.5% |
| 10Y | +66.5% | +182.1% | -115.6% | +30.1% |
| All | +3,225.2% | +1,500.1% | +1,725.1% | +1,364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling