+17,561.1%
LLY vs HUM
+5,562.3%
+11,998.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | -1.6% | +10.4% | -12.0% | -3.1% |
| 3M | +2.3% | +15.1% | -12.8% | -0.1% |
| 6M | +14.9% | +120.9% | -106.0% | +1.1% |
| YTD | +7.5% | +57.9% | -50.5% | -1.1% |
| 1Y | +55.7% | +30.6% | +25.1% | +46.6% |
| 3Y | +110.6% | -9.6% | +120.2% | +105.0% |
| 5Y | +363.4% | +1.6% | +361.8% | +338.7% |
| 10Y | +1,649.0% | +146.4% | +1,502.5% | +1,322.3% |
| All | +17,561.1% | +5,562.3% | +11,998.9% | +7,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling