+782.9%
ENTG vs HUM
+152.7%
+630.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | -12.9% | +5.4% | -18.3% | -13.9% |
| 3M | -3.1% | +11.4% | -14.5% | -5.4% |
| 6M | +21.0% | +141.5% | -120.5% | -1.5% |
| YTD | +67.0% | +61.2% | +5.8% | +47.3% |
| 1Y | +68.6% | +49.2% | +19.5% | +50.8% |
| 3Y | +48.6% | -9.0% | +57.7% | +47.1% |
| 5Y | +18.6% | +7.2% | +11.4% | +5.2% |
| All | +782.9% | +152.7% | +630.2% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling