-11.1%
HUM vs EL
-34.4%
+23.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -1.4% | -4.4% | +2.9% | -1.2% |
| 30D | +7.5% | +10.3% | -2.8% | +6.7% |
| 3M | +10.2% | +13.4% | -3.1% | +9.2% |
| 6M | +132.5% | +3.1% | +129.4% | +131.2% |
| YTD | +57.6% | -6.9% | +64.5% | +57.2% |
| 1Y | +48.6% | +11.9% | +36.7% | +46.0% |
| All | -11.1% | -34.4% | +23.4% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling