+2.9%
EXC vs HUM
+50.8%
-47.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.5% |
| 7D | -1.1% | +2.1% | -3.2% | -1.1% |
| 30D | -3.6% | +5.4% | -9.0% | -3.6% |
| 3M | -4.3% | +11.4% | -15.7% | -4.3% |
| 6M | -9.9% | +141.5% | -151.5% | -11.3% |
| YTD | +1.8% | +61.2% | -59.4% | +1.0% |
| 1Y | +2.9% | +49.2% | -46.3% | +2.5% |
| All | +2.9% | +50.8% | -47.9% | +2.5% |
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