+6,338.6%
HUM vs EXEL
+264.7%
+6,073.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +4.7% | +6.7% | -2.0% | +3.9% |
| 3M | +13.5% | +11.5% | +2.0% | +12.0% |
| 6M | +126.7% | +38.8% | +87.9% | +118.2% |
| YTD | +58.5% | +31.6% | +27.0% | +53.3% |
| 1Y | +31.7% | +53.0% | -21.3% | +24.8% |
| 3Y | -10.6% | +160.8% | -171.5% | -21.6% |
| 5Y | +2.5% | +190.1% | -187.6% | -12.1% |
| 10Y | +148.7% | +367.0% | -218.3% | +91.8% |
| All | +6,338.6% | +264.7% | +6,073.8% | +3,573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling