+30.6%
HUM vs LII
-28.2%
+58.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +10.4% | -12.6% | +23.0% | +14.0% |
| 3M | +15.1% | -24.4% | +39.5% | +22.4% |
| 6M | +120.9% | -28.7% | +149.6% | +142.3% |
| YTD | +57.9% | -19.1% | +77.1% | +59.5% |
| 1Y | +30.6% | -29.7% | +60.3% | +42.8% |
| All | +30.6% | -28.2% | +58.7% | +42.8% |
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