+5,695.2%
HUM vs ETR
+4,330.6%
+1,364.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +2.1% | -1.8% | +3.9% | +2.6% |
| 30D | +5.4% | -1.8% | +7.1% | +6.0% |
| 3M | +11.4% | -3.6% | +15.0% | +12.5% |
| 6M | +141.5% | +2.6% | +138.9% | +137.6% |
| YTD | +61.2% | +16.0% | +45.2% | +52.2% |
| 1Y | +49.2% | +20.1% | +29.0% | +39.3% |
| 3Y | -9.0% | +143.6% | -152.6% | -33.6% |
| 5Y | +7.2% | +124.4% | -117.2% | -20.6% |
| 10Y | +152.7% | +295.4% | -142.7% | +55.6% |
| All | +5,695.2% | +4,330.6% | +1,364.6% | +1,731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling