+6,224.9%
HUM vs ES
+1,249.3%
+4,975.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +3.2% | +6.7% | -3.5% | +1.3% |
| 3M | +20.0% | +0.3% | +19.6% | +19.6% |
| 6M | +63.5% | +7.4% | +56.1% | +59.7% |
| YTD | +75.9% | +8.4% | +67.5% | +70.8% |
| 1Y | +85.7% | +0.6% | +85.1% | +83.5% |
| 3Y | -6.1% | +50.6% | -56.7% | -18.1% |
| 5Y | +5.1% | +4.8% | +0.3% | +0.2% |
| 10Y | +151.6% | +93.1% | +58.5% | +104.0% |
| All | +6,224.9% | +1,249.3% | +4,975.6% | +3,244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling