+390.2%
LLY vs HUM
+1.5%
+388.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -8.6% | +3.7% | -12.3% | -8.9% |
| 3M | -1.6% | +10.4% | -12.1% | -2.6% |
| 6M | +11.8% | +125.7% | -113.9% | +3.8% |
| YTD | +5.1% | +57.3% | -52.2% | +0.5% |
| 1Y | +50.7% | +48.6% | +2.1% | +44.5% |
| 3Y | +95.7% | -11.3% | +107.0% | +101.2% |
| 5Y | +390.2% | +0.8% | +389.4% | +385.0% |
| All | +390.2% | +1.5% | +388.7% | +385.0% |
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