-11.1%
HUM vs ENB
+69.7%
-80.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.3% |
| 7D | -1.4% | -4.6% | +3.1% | -1.3% |
| 30D | +7.5% | -5.2% | +12.7% | +7.7% |
| 3M | +10.2% | -13.4% | +23.6% | +10.9% |
| 6M | +132.5% | -7.8% | +140.3% | +133.4% |
| YTD | +57.6% | +4.9% | +52.7% | +56.3% |
| 1Y | +48.6% | +3.2% | +45.3% | +47.8% |
| All | -11.1% | +69.7% | -80.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling