+152.3%
HUM vs ECL
+160.1%
-7.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.6% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | +5.4% | -0.8% | +6.2% | +5.6% |
| 3M | +11.4% | +5.0% | +6.4% | +8.9% |
| 6M | +141.5% | +0.2% | +141.3% | +139.1% |
| YTD | +61.2% | +5.8% | +55.4% | +55.7% |
| 1Y | +49.2% | +1.5% | +47.6% | +46.4% |
| 3Y | -9.0% | +55.0% | -64.0% | -26.5% |
| 5Y | +7.2% | +29.3% | -22.1% | -7.1% |
| All | +152.3% | +160.1% | -7.8% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling