+994.3%
HUM vs EFV
+252.1%
+742.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.3% |
| 30D | +7.5% | -0.2% | +7.7% | +7.6% |
| 3M | +10.2% | +9.1% | +1.1% | +4.8% |
| 6M | +132.5% | +11.7% | +120.8% | +117.4% |
| YTD | +57.6% | +17.0% | +40.6% | +42.9% |
| 1Y | +48.6% | +26.7% | +21.9% | +28.8% |
| 3Y | -11.2% | +90.2% | -101.3% | -39.9% |
| 5Y | +4.8% | +96.1% | -91.3% | -31.5% |
| 10Y | +147.1% | +164.5% | -17.4% | +34.2% |
| All | +994.3% | +252.1% | +742.2% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling