+9,309.5%
HUM vs CRL
+1,327.0%
+7,982.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 6M | +141.5% | +64.7% | +76.8% | +108.8% |
| YTD | +61.2% | +39.5% | +21.7% | +45.2% |
| 1Y | +49.2% | +74.2% | -25.0% | +26.3% |
| 3Y | -9.0% | +39.4% | -48.4% | -22.8% |
| 5Y | +7.2% | -36.9% | +44.1% | +10.0% |
| 10Y | +152.7% | +253.3% | -100.6% | +52.6% |
| All | +9,309.5% | +1,327.0% | +7,982.5% | +4,187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling