+563.1%
HPE vs HUM
+152.7%
+410.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.3% | +10.2% | +12.0% |
| 7D | +19.4% | +2.1% | +17.3% | +18.9% |
| 30D | +5.6% | +5.4% | +0.2% | +4.5% |
| 3M | +33.1% | +11.4% | +21.6% | +30.0% |
| 6M | +192.5% | +141.5% | +51.0% | +141.8% |
| YTD | +160.9% | +61.2% | +99.7% | +132.2% |
| 1Y | +155.0% | +49.2% | +105.8% | +129.2% |
| 3Y | +289.4% | -9.0% | +298.4% | +282.8% |
| 5Y | +395.7% | +7.2% | +388.5% | +342.9% |
| All | +563.1% | +152.7% | +410.4% | +357.9% |
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 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