+143.0%
HUM vs LII
+166.1%
-23.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | +5.8% | -0.6% | +6.4% | +5.6% |
| 3M | +14.3% | -17.0% | +31.3% | +19.4% |
| 6M | +50.9% | -31.1% | +82.0% | +63.5% |
| YTD | +74.9% | -27.7% | +102.5% | +85.9% |
| 1Y | +86.9% | -26.2% | +113.1% | +97.6% |
| 3Y | -6.7% | -9.6% | +3.0% | -11.0% |
| 5Y | +4.8% | +15.7% | -10.9% | -10.9% |
| All | +143.0% | +166.1% | -23.1% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling