+146.7%
HUM vs ES
+83.3%
+63.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.8% |
| 7D | -1.4% | -3.5% | +2.0% | -0.4% |
| 30D | +7.5% | -3.0% | +10.5% | +8.5% |
| 3M | +10.2% | -0.3% | +10.5% | +10.1% |
| 6M | +132.5% | -5.2% | +137.7% | +135.2% |
| YTD | +57.6% | +4.8% | +52.8% | +54.0% |
| 1Y | +48.6% | +12.7% | +35.9% | +41.3% |
| 3Y | -11.2% | +27.5% | -38.7% | -20.9% |
| 5Y | +4.8% | -4.7% | +9.5% | +3.4% |
| All | +146.7% | +83.3% | +63.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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