+49.2%
HUM vs SAN
+51.4%
-2.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.2% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +5.4% | +0.9% | +4.4% | +5.4% |
| 3M | +11.4% | +19.1% | -7.7% | +11.4% |
| 6M | +141.5% | +33.2% | +108.3% | +140.3% |
| YTD | +61.2% | +29.1% | +32.1% | +57.5% |
| 1Y | +49.2% | +50.2% | -1.1% | +49.6% |
| All | +49.2% | +51.4% | -2.3% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling