+152.3%
HUM vs EQIX
+246.8%
-94.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +5.4% | -2.5% | +7.9% | +6.1% |
| 3M | +11.4% | 0.0% | +11.5% | +11.1% |
| 6M | +141.5% | +7.6% | +133.9% | +135.7% |
| YTD | +61.2% | +37.5% | +23.7% | +46.5% |
| 1Y | +49.2% | +32.9% | +16.2% | +36.7% |
| 3Y | -9.0% | +42.8% | -51.8% | -20.6% |
| 5Y | +7.2% | +35.8% | -28.7% | -6.7% |
| All | +152.3% | +246.8% | -94.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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