+49.4%
LLY vs HUM
+47.4%
+2.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.2% | -1.4% | -1.7% | -3.1% |
| 30D | -7.4% | +7.5% | -14.9% | -7.5% |
| 3M | -1.0% | +10.2% | -11.2% | -1.2% |
| 6M | +12.5% | +132.5% | -120.0% | +11.8% |
| YTD | +5.0% | +57.6% | -52.6% | +4.8% |
| All | +49.4% | +47.4% | +2.0% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling