+152.3%
HUM vs CRL
+256.1%
-103.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +1.8% |
| 7D | +2.1% | -3.5% | +5.6% | +3.0% |
| 30D | +5.4% | -2.1% | +7.5% | +5.9% |
| 3M | +11.4% | +48.0% | -36.6% | -0.2% |
| 6M | +141.5% | +64.7% | +76.8% | +108.4% |
| YTD | +61.2% | +39.5% | +21.7% | +45.0% |
| 1Y | +49.2% | +74.2% | -25.0% | +26.1% |
| 3Y | -9.0% | +39.4% | -48.4% | -22.4% |
| 5Y | +7.2% | -36.9% | +44.1% | +19.5% |
| All | +152.3% | +256.1% | -103.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling