+483.3%
LLY vs HUM
+6.2%
+477.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.1% |
| 7D | +6.7% | +3.7% | +3.0% | +6.4% |
| 30D | +19.6% | +5.5% | +14.1% | +19.0% |
| 3M | +19.7% | +17.1% | +2.6% | +18.0% |
| 6M | +42.7% | +48.3% | -5.5% | +37.9% |
| YTD | +35.1% | +77.4% | -42.2% | +28.0% |
| 1Y | +42.2% | +92.6% | -50.4% | +33.5% |
| 3Y | +140.8% | -6.1% | +146.9% | +149.6% |
| All | +483.3% | +6.2% | +477.1% | +483.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling