+5,600.3%
HUM vs EIX
+1,137.3%
+4,463.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.6% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +4.7% | -13.5% | +18.2% | +6.9% |
| 3M | +13.5% | -15.3% | +28.8% | +16.2% |
| 6M | +126.7% | -15.3% | +142.0% | +131.6% |
| YTD | +58.5% | +2.7% | +55.8% | +54.9% |
| 1Y | +31.7% | +17.4% | +14.3% | +24.6% |
| 3Y | -10.6% | -1.3% | -9.3% | -13.8% |
| 5Y | +2.5% | +27.2% | -24.7% | -7.6% |
| 10Y | +148.7% | +22.7% | +125.9% | +120.0% |
| All | +5,600.3% | +1,137.3% | +4,463.0% | +2,681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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