+50.0%
HUM vs EFV
+25.8%
+24.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.6% |
| 7D | +1.6% | +2.9% | -1.3% | +1.1% |
| 30D | +3.5% | +3.6% | -0.1% | +2.9% |
| 3M | +15.5% | -0.1% | +15.6% | +15.4% |
| 6M | +76.2% | +9.6% | +66.6% | +74.8% |
| YTD | +64.5% | +17.0% | +47.6% | +54.7% |
| 1Y | +50.0% | +25.7% | +24.4% | +33.1% |
| All | +50.0% | +25.8% | +24.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling