+49.2%
HUM vs EFV
+27.7%
+21.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +5.4% | +0.6% | +4.8% | +5.3% |
| 3M | +11.4% | +7.5% | +3.9% | +10.3% |
| 6M | +141.5% | +13.0% | +128.5% | +134.3% |
| YTD | +61.2% | +18.3% | +42.9% | +48.7% |
| 1Y | +49.2% | +26.7% | +22.4% | +30.3% |
| All | +49.2% | +27.7% | +21.5% | +30.3% |
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