-2.7%
HUM vs S
-57.1%
+54.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.1% | -0.7% | +2.7% | +2.1% |
| 30D | +5.4% | -11.4% | +16.8% | +5.8% |
| 3M | +11.4% | +33.8% | -22.4% | +10.0% |
| 6M | +141.5% | +39.5% | +102.0% | +138.0% |
| YTD | +61.2% | +31.7% | +29.5% | +59.0% |
| 1Y | +49.2% | +7.0% | +42.2% | +48.0% |
| 3Y | -9.0% | +11.8% | -20.8% | -10.1% |
| 5Y | +7.2% | -69.0% | +76.2% | +6.7% |
| All | -2.7% | -57.1% | +54.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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