+5.3%
HUM vs ECL
+27.6%
-22.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +5.4% | -0.8% | +6.2% | +5.5% |
| 3M | +11.4% | +5.0% | +6.4% | +10.1% |
| 6M | +141.5% | +0.2% | +141.3% | +140.6% |
| YTD | +61.2% | +5.8% | +55.4% | +58.2% |
| 1Y | +49.2% | +1.5% | +47.6% | +47.8% |
| 3Y | -9.0% | +55.0% | -64.0% | -18.5% |
| All | +5.3% | +27.6% | -22.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling