+4.8%
HUM vs CRL
-38.6%
+43.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -1.4% | -6.9% | +5.5% | -0.4% |
| 30D | +7.5% | -3.2% | +10.7% | +8.0% |
| 3M | +10.2% | +46.5% | -36.3% | +3.8% |
| 6M | +132.5% | +63.1% | +69.4% | +114.6% |
| YTD | +57.6% | +36.9% | +20.8% | +48.9% |
| 1Y | +48.6% | +78.1% | -29.5% | +35.7% |
| 3Y | -11.2% | +36.7% | -47.8% | -17.0% |
| 5Y | +4.8% | -38.1% | +42.9% | +8.0% |
| All | +4.8% | -38.6% | +43.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling