+382.6%
HUM vs ESI
+226.4%
+156.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.1% | +5.4% | -3.3% | +1.1% |
| 30D | +4.7% | -4.2% | +8.9% | +5.4% |
| 3M | +13.5% | -9.6% | +23.1% | +15.0% |
| 6M | +126.7% | +18.3% | +108.4% | +117.2% |
| YTD | +58.5% | +45.8% | +12.7% | +45.4% |
| 1Y | +31.7% | +39.2% | -7.4% | +21.8% |
| 3Y | -10.6% | +86.3% | -96.9% | -23.3% |
| 5Y | +2.5% | +76.2% | -73.7% | -12.7% |
| 10Y | +148.7% | +306.8% | -158.1% | +70.9% |
| All | +382.6% | +226.4% | +156.1% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling