+5,600.3%
HUM vs ED
+2,238.5%
+3,361.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +2.1% | +0.5% | +1.5% | +1.9% |
| 30D | +4.7% | +1.1% | +3.6% | +4.2% |
| 3M | +13.5% | +4.6% | +8.9% | +11.3% |
| 6M | +126.7% | -2.0% | +128.6% | +127.1% |
| YTD | +58.5% | +11.7% | +46.9% | +50.8% |
| 1Y | +31.7% | +15.7% | +16.0% | +23.5% |
| 3Y | -10.6% | +34.4% | -45.0% | -21.9% |
| 5Y | +2.5% | +67.3% | -64.8% | -18.9% |
| 10Y | +148.7% | +104.0% | +44.6% | +76.2% |
| All | +5,600.3% | +2,238.5% | +3,361.9% | +1,414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling