+5,578.4%
HUM vs ES
+1,243.3%
+4,335.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +10.4% | -2.0% | +12.3% | +10.9% |
| 3M | +15.1% | +1.7% | +13.4% | +14.3% |
| 6M | +120.9% | -3.5% | +124.5% | +122.1% |
| YTD | +57.9% | +7.9% | +50.0% | +53.8% |
| 1Y | +30.6% | +17.2% | +13.4% | +24.0% |
| 3Y | -9.6% | +29.3% | -38.9% | -17.9% |
| 5Y | +1.6% | -5.7% | +7.3% | -0.2% |
| 10Y | +146.4% | +85.2% | +61.2% | +102.0% |
| All | +5,578.4% | +1,243.3% | +4,335.1% | +2,911.7% |
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