+46.1%
HUM vs CLBK
+64.7%
-18.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -0.2% | -1.5% | +1.2% | +0.1% |
| 30D | +3.7% | +6.7% | -3.0% | +2.1% |
| 3M | +10.4% | +21.2% | -10.8% | +5.2% |
| 6M | +125.7% | +42.0% | +83.8% | +106.5% |
| YTD | +57.3% | +63.3% | -5.9% | +38.4% |
| 1Y | +48.6% | +65.4% | -16.8% | +30.2% |
| 3Y | -11.3% | +52.5% | -63.8% | -22.5% |
| 5Y | +0.8% | +42.0% | -41.2% | -16.2% |
| All | +46.1% | +64.7% | -18.7% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling