+30.6%
HUM vs EQX
+42.9%
-12.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.4% |
| 7D | +4.2% | -1.4% | +5.5% | +4.1% |
| 30D | +10.4% | +24.4% | -14.0% | +12.2% |
| 3M | +15.1% | +11.6% | +3.4% | +15.8% |
| 6M | +120.9% | -25.0% | +145.9% | +114.1% |
| YTD | +57.9% | -8.4% | +66.3% | +56.9% |
| 1Y | +30.6% | +43.4% | -12.8% | +34.9% |
| All | +30.6% | +42.9% | -12.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling