+92.6%
HUM vs ES
+2.1%
+90.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +3.7% | +2.7% | +1.0% | +3.8% |
| 30D | +5.5% | +7.6% | -2.1% | +5.3% |
| 3M | +17.1% | +0.5% | +16.6% | +17.2% |
| 6M | +48.3% | +7.6% | +40.7% | +47.8% |
| YTD | +77.4% | +10.2% | +67.2% | +75.7% |
| 1Y | +92.6% | +1.8% | +90.7% | +93.6% |
| All | +92.6% | +2.1% | +90.4% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling