+152.3%
HUM vs ESI
+312.8%
-160.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.1% | -4.6% | +6.7% | +3.1% |
| 30D | +5.4% | -10.5% | +15.9% | +7.9% |
| 3M | +11.4% | -19.8% | +31.2% | +16.3% |
| 6M | +141.5% | +5.8% | +135.7% | +134.5% |
| YTD | +61.2% | +38.3% | +22.9% | +46.0% |
| 1Y | +49.2% | +31.5% | +17.6% | +36.5% |
| 3Y | -9.0% | +80.7% | -89.7% | -25.0% |
| 5Y | +7.2% | +69.4% | -62.3% | -12.5% |
| All | +152.3% | +312.8% | -160.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling