+5.3%
HUM vs EQX
+83.7%
-78.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.3% |
| 7D | +2.1% | -3.2% | +5.3% | +2.0% |
| 30D | +5.4% | +7.8% | -2.4% | +5.4% |
| 3M | +11.4% | +21.3% | -9.9% | +11.5% |
| 6M | +141.5% | -22.4% | +163.9% | +141.1% |
| YTD | +61.2% | -11.3% | +72.5% | +60.8% |
| 1Y | +49.2% | +13.5% | +35.6% | +48.5% |
| 3Y | -9.0% | +162.1% | -171.2% | -11.1% |
| All | +5.3% | +83.7% | -78.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling