+5,695.2%
HUM vs CLX
+2,245.0%
+3,450.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | +2.1% | -5.7% | +7.8% | +3.6% |
| 30D | +5.4% | -17.0% | +22.4% | +10.4% |
| 3M | +11.4% | -9.7% | +21.1% | +13.7% |
| 6M | +141.5% | -19.8% | +161.3% | +153.0% |
| YTD | +61.2% | -9.8% | +71.0% | +63.2% |
| 1Y | +49.2% | -26.2% | +75.3% | +59.1% |
| 3Y | -9.0% | -36.2% | +27.1% | -0.4% |
| 5Y | +7.2% | -38.3% | +45.5% | +15.8% |
| 10Y | +152.7% | -3.5% | +156.2% | +131.6% |
| All | +5,695.2% | +2,245.0% | +3,450.2% | +2,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling