+152.3%
HUM vs EL
+26.1%
+126.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.1% | -6.5% | +8.5% | +3.2% |
| 30D | +5.4% | +11.1% | -5.7% | +3.2% |
| 3M | +11.4% | +10.7% | +0.7% | +9.0% |
| 6M | +141.5% | +6.9% | +134.6% | +136.4% |
| YTD | +61.2% | -6.3% | +67.5% | +60.2% |
| 1Y | +49.2% | +13.5% | +35.7% | +42.4% |
| 3Y | -9.0% | -33.1% | +24.0% | -6.2% |
| 5Y | +7.2% | -68.8% | +75.9% | +34.1% |
| All | +152.3% | +26.1% | +126.2% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling