+666.4%
HPE vs HUM
+138.3%
+528.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.4% | -1.4% | +2.9% | +1.7% |
| 30D | +1.5% | +7.5% | -5.9% | 0.0% |
| 3M | +21.7% | +10.2% | +11.5% | +19.1% |
| 6M | +164.2% | +132.5% | +31.6% | +119.1% |
| YTD | +132.1% | +57.6% | +74.4% | +106.9% |
| 1Y | +130.6% | +48.6% | +82.1% | +106.8% |
| 3Y | +244.1% | -11.2% | +255.3% | +238.9% |
| 5Y | +340.8% | +4.8% | +336.0% | +295.8% |
| 10Y | +500.2% | +147.1% | +353.1% | +301.5% |
| All | +666.4% | +138.3% | +528.1% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling