-9.0%
HUM vs EFX
-12.2%
+3.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.1% | -4.5% | +6.6% | +2.6% |
| 30D | +5.4% | -6.1% | +11.5% | +6.1% |
| 3M | +11.4% | +6.2% | +5.2% | +9.9% |
| 6M | +141.5% | -11.2% | +152.7% | +144.1% |
| YTD | +61.2% | -21.4% | +82.6% | +65.8% |
| 1Y | +49.2% | -34.3% | +83.5% | +56.2% |
| 3Y | -9.0% | -12.5% | +3.5% | -5.2% |
| All | -9.0% | -12.2% | +3.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling