+30.6%
HUM vs ECL
+3.0%
+27.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +4.2% | -2.6% | +6.8% | +4.2% |
| 30D | +10.4% | -2.2% | +12.5% | +10.5% |
| 3M | +15.1% | +10.1% | +5.0% | +13.7% |
| 6M | +120.9% | -5.7% | +126.7% | +130.4% |
| YTD | +57.9% | +7.0% | +51.0% | +51.3% |
| 1Y | +30.6% | +2.7% | +27.9% | +27.1% |
| All | +30.6% | +3.0% | +27.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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