+50.0%
HUM vs EXEL
+92.4%
-42.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.6% | +9.8% | -8.2% | -0.3% |
| 30D | +3.5% | +23.6% | -20.1% | -0.8% |
| 3M | +15.5% | +29.9% | -14.4% | +9.4% |
| 6M | +76.2% | +64.7% | +11.5% | +60.1% |
| YTD | +64.5% | +66.0% | -1.4% | +49.2% |
| 1Y | +50.0% | +92.0% | -41.9% | +37.0% |
| All | +50.0% | +92.4% | -42.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling