+152.3%
HUM vs ENB
+92.6%
+59.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.6% |
| 7D | +2.1% | -4.7% | +6.7% | +3.7% |
| 30D | +5.4% | -5.9% | +11.3% | +7.5% |
| 3M | +11.4% | -14.2% | +25.7% | +17.3% |
| 6M | +141.5% | -8.6% | +150.1% | +147.9% |
| YTD | +61.2% | +3.9% | +57.3% | +57.5% |
| 1Y | +49.2% | +1.8% | +47.3% | +46.8% |
| 3Y | -9.0% | +68.5% | -77.5% | -27.1% |
| 5Y | +7.2% | +62.4% | -55.3% | -14.3% |
| All | +152.3% | +92.6% | +59.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling