+4.8%
HUM vs ED
+66.8%
-62.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.4% | -1.9% | +0.4% | -1.1% |
| 30D | +7.5% | +0.1% | +7.4% | +7.5% |
| 3M | +10.2% | 0.0% | +10.2% | +10.0% |
| 6M | +132.5% | -2.5% | +135.0% | +133.1% |
| YTD | +57.6% | +10.1% | +47.5% | +53.0% |
| 1Y | +48.6% | +13.6% | +35.0% | +43.1% |
| 3Y | -11.2% | +32.4% | -43.6% | -18.3% |
| 5Y | +4.8% | +69.9% | -65.1% | -7.6% |
| All | +4.8% | +66.8% | -62.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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