+5,600.3%
HUM vs ENB
+11,892.0%
-6,291.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +13.5% | -7.5% | +21.0% | +15.6% |
| 6M | +126.7% | -4.1% | +130.8% | +128.4% |
| YTD | +58.5% | +9.8% | +48.7% | +54.0% |
| 1Y | +31.7% | +8.7% | +23.1% | +28.3% |
| 3Y | -10.6% | +79.0% | -89.6% | -24.3% |
| 5Y | +2.5% | +69.1% | -66.6% | -12.6% |
| 10Y | +148.7% | +96.5% | +52.2% | +97.9% |
| All | +5,600.3% | +11,892.0% | -6,291.7% | +2,478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling