-9.0%
HUM vs CLBK
+52.2%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -1.5% | +3.5% | +2.3% |
| 30D | +5.4% | -1.0% | +6.4% | +5.6% |
| 3M | +11.4% | +22.9% | -11.5% | +7.5% |
| 6M | +141.5% | +44.2% | +97.3% | +126.2% |
| YTD | +61.2% | +64.0% | -2.8% | +47.0% |
| 1Y | +49.2% | +65.7% | -16.5% | +35.7% |
| 3Y | -9.0% | +54.1% | -63.1% | -16.9% |
| All | -9.0% | +52.2% | -61.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling