+5,556.9%
HUM vs EFX
+6,078.9%
-522.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -0.2% | -9.4% | +9.1% | +2.3% |
| 30D | +3.7% | -6.9% | +10.6% | +5.4% |
| 3M | +10.4% | +0.1% | +10.3% | +9.4% |
| 6M | +125.7% | -17.3% | +143.1% | +134.3% |
| YTD | +57.3% | -21.8% | +79.2% | +65.1% |
| 1Y | +48.6% | -32.5% | +81.2% | +61.8% |
| 3Y | -11.3% | -12.3% | +1.0% | -12.7% |
| 5Y | +0.8% | -36.6% | +37.4% | +5.5% |
| 10Y | +146.7% | +41.0% | +105.6% | +98.8% |
| All | +5,556.9% | +6,078.9% | -522.0% | +1,652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling