+3,264.4%
CSGP vs HUM
+1,378.1%
+1,886.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -4.1% | +4.2% | -8.2% | -4.7% |
| 30D | +2.3% | +10.4% | -8.1% | +0.5% |
| 3M | -8.2% | +15.1% | -23.2% | -10.6% |
| 6M | -35.1% | +120.9% | -156.0% | -43.9% |
| YTD | -54.0% | +57.9% | -112.0% | -58.2% |
| 1Y | -65.3% | +30.6% | -95.9% | -67.6% |
| 3Y | -62.6% | -9.6% | -53.0% | -63.7% |
| 5Y | -64.8% | +1.6% | -66.4% | -66.9% |
| 10Y | +45.1% | +146.4% | -101.4% | +16.2% |
| All | +3,264.4% | +1,378.1% | +1,886.2% | +1,406.0% |
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