-9.0%
HUM vs ELAN
+99.1%
-108.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +2.1% | -5.4% | +7.5% | +2.1% |
| 30D | +5.4% | +4.7% | +0.7% | +5.4% |
| 3M | +11.4% | -3.7% | +15.1% | +11.4% |
| 6M | +141.5% | -1.2% | +142.7% | +141.1% |
| YTD | +61.2% | +2.4% | +58.8% | +60.7% |
| 1Y | +49.2% | +23.4% | +25.8% | +48.1% |
| 3Y | -9.0% | +96.7% | -105.7% | -13.1% |
| All | -9.0% | +99.1% | -108.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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