+49.2%
HUM vs ES
+11.9%
+37.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | +2.1% | -3.6% | +5.6% | +2.4% |
| 30D | +5.4% | -4.2% | +9.6% | +5.8% |
| 3M | +11.4% | +0.1% | +11.3% | +11.2% |
| 6M | +141.5% | -6.2% | +147.7% | +144.9% |
| YTD | +61.2% | +4.1% | +57.1% | +58.7% |
| 1Y | +49.2% | +10.2% | +39.0% | +48.6% |
| All | +49.2% | +11.9% | +37.2% | +48.6% |
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