+5.3%
HUM vs ELAN
-30.9%
+36.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.2% |
| 7D | +2.1% | -5.4% | +7.5% | +2.3% |
| 30D | +5.4% | +4.7% | +0.7% | +5.1% |
| 3M | +11.4% | -3.7% | +15.1% | +11.4% |
| 6M | +141.5% | -1.2% | +142.7% | +140.5% |
| YTD | +61.2% | +2.4% | +58.8% | +60.0% |
| 1Y | +49.2% | +23.4% | +25.8% | +46.1% |
| 3Y | -9.0% | +96.7% | -105.7% | -15.4% |
| All | +5.3% | -30.9% | +36.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling