+141.5%
HUM vs EQX
-23.6%
+165.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.6% |
| 3M | +11.4% | +21.3% | -9.9% | +12.0% |
| 6M | +141.5% | -22.4% | +163.9% | +141.3% |
| All | +141.5% | -23.6% | +165.1% | +141.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling