+50.0%
HUM vs LII
-26.0%
+76.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.8% |
| 7D | +1.6% | +7.9% | -6.3% | +0.1% |
| 30D | +3.5% | -0.6% | +4.1% | +3.4% |
| 3M | +15.5% | -19.3% | +34.8% | +20.4% |
| 6M | +76.2% | -29.8% | +106.1% | +87.8% |
| YTD | +64.5% | -25.4% | +89.9% | +63.9% |
| 1Y | +50.0% | -26.2% | +76.2% | +50.0% |
| All | +50.0% | -26.0% | +76.0% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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