+3.4%
EXC vs HUM
+31.0%
-27.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -0.7% | +4.2% | -4.8% | -0.6% |
| 30D | -4.6% | +10.4% | -15.0% | -4.6% |
| 3M | -2.2% | +15.1% | -17.3% | -2.3% |
| 6M | -10.6% | +120.9% | -131.5% | -11.5% |
| YTD | +1.9% | +57.9% | -56.0% | +1.3% |
| 1Y | +3.4% | +30.6% | -27.2% | +3.2% |
| All | +3.4% | +31.0% | -27.6% | +3.2% |
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 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