+149.3%
HUM vs ELF
+334.6%
-185.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.8% |
| 7D | +2.1% | -1.2% | +3.2% | +2.2% |
| 30D | +4.7% | +5.9% | -1.2% | +4.0% |
| 3M | +13.5% | +99.5% | -86.0% | +5.9% |
| 6M | +126.7% | +26.5% | +100.1% | +120.0% |
| YTD | +58.5% | +37.2% | +21.4% | +52.3% |
| 1Y | +31.7% | -24.4% | +56.2% | +32.7% |
| 3Y | -10.6% | -23.3% | +12.7% | -13.8% |
| 5Y | +2.5% | +245.2% | -242.7% | -22.2% |
| All | +149.3% | +334.6% | -185.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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