+5.3%
HUM vs CLBK
+43.5%
-38.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -1.5% | +3.5% | +2.2% |
| 30D | +5.4% | -1.0% | +6.4% | +5.5% |
| 3M | +11.4% | +22.9% | -11.5% | +8.6% |
| 6M | +141.5% | +44.2% | +97.3% | +130.8% |
| YTD | +61.2% | +64.0% | -2.8% | +51.4% |
| 1Y | +49.2% | +65.7% | -16.5% | +39.8% |
| 3Y | -9.0% | +54.1% | -63.1% | -14.5% |
| All | +5.3% | +43.5% | -38.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling