+706.7%
ETN vs HUM
+152.7%
+554.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.5% |
| 7D | +3.5% | +2.1% | +1.5% | +3.1% |
| 30D | -7.5% | +5.4% | -12.9% | -8.6% |
| 3M | +8.3% | +11.4% | -3.1% | +5.5% |
| 6M | +20.2% | +141.5% | -121.3% | -3.0% |
| YTD | +34.7% | +61.2% | -26.5% | +18.1% |
| 1Y | +19.4% | +49.2% | -29.7% | +6.1% |
| 3Y | +85.5% | -9.0% | +94.5% | +82.7% |
| 5Y | +186.6% | +7.2% | +179.4% | +151.2% |
| All | +706.7% | +152.7% | +554.0% | +386.2% |
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