+5.3%
HUM vs ENB
+61.6%
-56.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.4% |
| 7D | +2.1% | -4.7% | +6.7% | +2.8% |
| 30D | +5.4% | -5.9% | +11.3% | +6.4% |
| 3M | +11.4% | -14.2% | +25.7% | +14.2% |
| 6M | +141.5% | -8.6% | +150.1% | +144.6% |
| YTD | +61.2% | +3.9% | +57.3% | +58.9% |
| 1Y | +49.2% | +1.8% | +47.3% | +47.7% |
| 3Y | -9.0% | +68.5% | -77.5% | -20.5% |
| All | +5.3% | +61.6% | -56.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling