+3,894.5%
EMR vs HUM
+5,584.1%
-1,689.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.1% | +2.1% | +1.0% | +2.7% |
| 30D | -3.5% | +4.7% | -8.2% | -4.3% |
| 3M | +9.8% | +13.5% | -3.7% | +7.2% |
| 6M | +10.8% | +126.7% | -115.9% | -3.8% |
| YTD | +15.9% | +58.5% | -42.6% | +6.1% |
| 1Y | +16.4% | +31.7% | -15.3% | +9.3% |
| 3Y | +62.1% | -10.6% | +72.7% | +57.9% |
| 5Y | +62.9% | +2.5% | +60.4% | +53.1% |
| 10Y | +267.8% | +148.7% | +119.1% | +200.2% |
| All | +3,894.5% | +5,584.1% | -1,689.7% | +1,878.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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