+155.0%
HPE vs HUM
+50.8%
+104.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.3% | +10.2% | +12.2% |
| 7D | +19.4% | +2.1% | +17.3% | +19.1% |
| 30D | +5.6% | +5.4% | +0.2% | +5.0% |
| 3M | +33.1% | +11.4% | +21.6% | +31.8% |
| 6M | +192.5% | +141.5% | +51.0% | +170.5% |
| YTD | +160.9% | +61.2% | +99.7% | +142.2% |
| 1Y | +155.0% | +49.2% | +105.8% | +137.2% |
| All | +155.0% | +50.8% | +104.2% | +137.2% |
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