+1,237.3%
ENTG vs HUM
+7,634.7%
-6,397.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | +8.9% | -0.2% | +9.2% | +9.0% |
| 30D | -0.8% | +3.7% | -4.5% | -1.9% |
| 3M | +6.6% | +10.4% | -3.9% | +3.5% |
| 6M | +22.1% | +125.7% | -103.7% | -4.2% |
| YTD | +70.2% | +57.3% | +12.8% | +45.8% |
| 1Y | +76.7% | +48.6% | +28.1% | +53.0% |
| 3Y | +50.5% | -11.3% | +61.8% | +43.2% |
| 5Y | +21.8% | +0.8% | +21.0% | +8.0% |
| 10Y | +811.7% | +146.7% | +665.1% | +487.5% |
| All | +1,237.3% | +7,634.7% | -6,397.3% | +278.4% |
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