+5.3%
HUM vs ETR
+122.3%
-117.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.3% |
| 7D | +2.1% | -1.8% | +3.9% | +2.4% |
| 30D | +5.4% | -1.8% | +7.1% | +5.7% |
| 3M | +11.4% | -3.6% | +15.0% | +12.0% |
| 6M | +141.5% | +2.6% | +138.9% | +138.7% |
| YTD | +61.2% | +16.0% | +45.2% | +54.8% |
| 1Y | +49.2% | +20.1% | +29.0% | +42.2% |
| 3Y | -9.0% | +143.6% | -152.6% | -28.3% |
| All | +5.3% | +122.3% | -117.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling