+0.8%
HUM vs ES
-4.5%
+5.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +3.7% | -1.0% | +4.7% | +3.9% |
| 3M | +10.4% | +1.5% | +8.9% | +10.0% |
| 6M | +125.7% | -3.5% | +129.2% | +126.6% |
| YTD | +57.3% | +7.0% | +50.4% | +55.1% |
| 1Y | +48.6% | +15.3% | +33.3% | +44.8% |
| 3Y | -11.3% | +30.2% | -41.5% | -15.7% |
| 5Y | +0.8% | -4.3% | +5.1% | +3.1% |
| All | +0.8% | -4.5% | +5.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling