+146.4%
HUM vs LII
+169.1%
-22.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +3.7% | +2.9% | +0.8% | +3.0% |
| 30D | +5.5% | +0.9% | +4.6% | +4.9% |
| 3M | +17.1% | -15.5% | +32.7% | +21.7% |
| 6M | +48.3% | -30.2% | +78.5% | +60.2% |
| YTD | +77.4% | -26.8% | +104.2% | +88.0% |
| 1Y | +92.6% | -25.3% | +117.8% | +103.0% |
| 3Y | -6.1% | -7.8% | +1.6% | -11.0% |
| 5Y | +6.2% | +17.0% | -10.7% | -9.9% |
| All | +146.4% | +169.1% | -22.7% | +66.9% |
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