+5,600.3%
HUM vs ECL
+12,954.7%
-7,354.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.1% | -0.8% | +2.8% | +2.3% |
| 30D | +4.7% | -2.5% | +7.2% | +5.5% |
| 3M | +13.5% | +8.3% | +5.2% | +10.0% |
| 6M | +126.7% | -1.1% | +127.8% | +125.6% |
| YTD | +58.5% | +6.5% | +52.0% | +53.5% |
| 1Y | +31.7% | +2.1% | +29.7% | +29.4% |
| 3Y | -10.6% | +57.6% | -68.2% | -25.8% |
| 5Y | +2.5% | +28.1% | -25.6% | -10.3% |
| 10Y | +148.7% | +153.2% | -4.6% | +68.5% |
| All | +5,600.3% | +12,954.7% | -7,354.4% | +1,534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling