-9.0%
HUM vs CLX
-36.5%
+27.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | +2.1% | -5.7% | +7.8% | +2.6% |
| 30D | +5.4% | -17.0% | +22.4% | +7.2% |
| 3M | +11.4% | -9.7% | +21.1% | +12.1% |
| 6M | +141.5% | -19.8% | +161.3% | +146.8% |
| YTD | +61.2% | -9.8% | +71.0% | +61.0% |
| 1Y | +49.2% | -26.2% | +75.3% | +53.2% |
| 3Y | -9.0% | -36.2% | +27.1% | -10.1% |
| All | -9.0% | -36.5% | +27.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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