+5.3%
HUM vs ELV
+25.1%
-19.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +1.9% |
| 7D | +2.1% | +3.2% | -1.1% | -0.2% |
| 30D | +5.4% | +5.4% | 0.0% | +1.5% |
| 3M | +11.4% | +5.4% | +6.1% | +6.6% |
| 6M | +141.5% | +45.7% | +95.8% | +86.0% |
| YTD | +61.2% | +21.2% | +40.0% | +41.5% |
| 1Y | +49.2% | +35.6% | +13.5% | +21.5% |
| 3Y | -9.0% | -2.0% | -7.0% | -11.0% |
| All | +5.3% | +25.1% | -19.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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