+1,549.9%
LLY vs HUM
+152.7%
+1,397.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.0% |
| 7D | -2.9% | +2.1% | -5.0% | -3.3% |
| 30D | -8.4% | +5.4% | -13.8% | -9.3% |
| 3M | -3.8% | +11.4% | -15.2% | -5.8% |
| 6M | +11.9% | +141.5% | -129.6% | -5.2% |
| YTD | +4.3% | +61.2% | -56.9% | -5.6% |
| 1Y | +48.5% | +49.2% | -0.7% | +35.5% |
| 3Y | +91.2% | -9.0% | +100.3% | +90.4% |
| 5Y | +387.5% | +7.2% | +380.3% | +353.1% |
| All | +1,549.9% | +152.7% | +1,397.2% | +1,084.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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