+6,277.2%
HUM vs ES
+1,272.1%
+5,005.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +3.7% | +2.7% | +1.0% | +3.0% |
| 30D | +5.5% | +7.6% | -2.1% | +3.4% |
| 3M | +17.1% | +0.5% | +16.6% | +16.8% |
| 6M | +48.3% | +7.6% | +40.7% | +44.8% |
| YTD | +77.4% | +10.2% | +67.2% | +71.5% |
| 1Y | +92.6% | +1.8% | +90.7% | +89.7% |
| 3Y | -6.1% | +55.4% | -61.5% | -18.8% |
| 5Y | +6.2% | +7.3% | -1.1% | +0.6% |
| 10Y | +153.6% | +96.4% | +57.3% | +104.8% |
| All | +6,277.2% | +1,272.1% | +5,005.1% | +3,257.2% |
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