+30.6%
HUM vs EFX
-25.2%
+55.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.1% | -0.3% |
| 7D | +4.2% | -8.6% | +12.8% | +5.6% |
| 30D | +10.4% | +0.1% | +10.3% | +10.1% |
| 3M | +15.1% | +3.8% | +11.2% | +13.6% |
| 6M | +120.9% | -13.5% | +134.4% | +127.6% |
| YTD | +57.9% | -17.7% | +75.6% | +66.5% |
| 1Y | +30.6% | -25.6% | +56.1% | +38.3% |
| All | +30.6% | -25.2% | +55.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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