+152.3%
HUM vs SAN
+357.1%
-204.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.8% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +5.4% | +0.9% | +4.4% | +5.2% |
| 3M | +11.4% | +19.1% | -7.7% | +7.7% |
| 6M | +141.5% | +33.2% | +108.3% | +127.8% |
| YTD | +61.2% | +29.1% | +32.1% | +52.0% |
| 1Y | +49.2% | +50.2% | -1.1% | +36.3% |
| 3Y | -9.0% | +351.0% | -360.1% | -34.9% |
| 5Y | +7.2% | +394.7% | -387.5% | -27.4% |
| All | +152.3% | +357.1% | -204.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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