+5.3%
HUM vs EL
-69.0%
+74.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.1% | -6.5% | +8.5% | +2.6% |
| 30D | +5.4% | +11.1% | -5.7% | +4.4% |
| 3M | +11.4% | +10.7% | +0.7% | +10.4% |
| 6M | +141.5% | +6.9% | +134.6% | +139.2% |
| YTD | +61.2% | -6.3% | +67.5% | +60.7% |
| 1Y | +49.2% | +13.5% | +35.7% | +46.1% |
| 3Y | -9.0% | -33.1% | +24.0% | -8.1% |
| All | +5.3% | -69.0% | +74.3% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling