+30.3%
HUM vs ELAN
-28.2%
+58.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +2.1% | -5.4% | +7.5% | +2.9% |
| 30D | +5.4% | +4.7% | +0.7% | +4.6% |
| 3M | +11.4% | -3.7% | +15.1% | +11.5% |
| 6M | +141.5% | -1.2% | +142.7% | +138.9% |
| YTD | +61.2% | +2.4% | +58.8% | +58.1% |
| 1Y | +49.2% | +23.4% | +25.8% | +41.4% |
| 3Y | -9.0% | +96.7% | -105.7% | -25.1% |
| 5Y | +7.2% | -30.6% | +37.8% | +19.0% |
| All | +30.3% | -28.2% | +58.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling