+152.3%
HUM vs EAT
+374.9%
-222.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +2.1% | -7.7% | +9.8% | +3.0% |
| 30D | +5.4% | -13.6% | +19.0% | +7.2% |
| 3M | +11.4% | +33.9% | -22.5% | +7.3% |
| 6M | +141.5% | +47.2% | +94.3% | +128.4% |
| YTD | +61.2% | +48.1% | +13.1% | +52.1% |
| 1Y | +49.2% | +33.7% | +15.5% | +42.0% |
| 3Y | -9.0% | +595.8% | -604.8% | -32.3% |
| 5Y | +7.2% | +314.4% | -307.2% | -17.1% |
| All | +152.3% | +374.9% | -222.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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