+65.7%
ENTG vs HUM
+51.1%
+14.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -10.3% | +1.6% | -11.9% | -10.5% |
| 30D | -14.4% | +3.5% | -17.9% | -14.8% |
| 3M | -1.1% | +15.5% | -16.6% | -3.0% |
| 6M | +3.0% | +76.2% | -73.2% | -2.9% |
| YTD | +70.1% | +64.5% | +5.6% | +59.7% |
| 1Y | +65.7% | +50.0% | +15.7% | +62.1% |
| All | +65.7% | +51.1% | +14.7% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling