+152.3%
HUM vs EXEL
+375.2%
-222.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +2.6% |
| 7D | +2.1% | -4.9% | +7.0% | +2.7% |
| 30D | +5.4% | +11.4% | -6.0% | +3.8% |
| 3M | +11.4% | +4.9% | +6.5% | +10.5% |
| 6M | +141.5% | +34.4% | +107.1% | +131.4% |
| YTD | +61.2% | +28.0% | +33.1% | +55.2% |
| 1Y | +49.2% | +43.6% | +5.5% | +40.8% |
| 3Y | -9.0% | +155.2% | -164.2% | -23.0% |
| 5Y | +7.2% | +181.2% | -174.0% | -12.1% |
| All | +152.3% | +375.2% | -222.9% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling