+33.6%
EQT vs HUM
-9.4%
+43.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.7% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | 0.0% | +5.4% | -5.4% | -0.3% |
| 3M | +5.9% | +11.4% | -5.5% | +5.2% |
| 6M | -14.8% | +141.5% | -156.3% | -19.2% |
| YTD | +1.8% | +61.2% | -59.4% | -1.3% |
| 1Y | +7.4% | +49.2% | -41.8% | +4.4% |
| 3Y | +33.6% | -9.0% | +42.7% | +28.9% |
| All | +33.6% | -9.4% | +43.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling