+5,600.3%
HUM vs SAN
+2,106.1%
+3,494.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.1% | +3.3% | -1.3% | +1.3% |
| 30D | +4.7% | +1.1% | +3.6% | +4.4% |
| 3M | +13.5% | +22.2% | -8.7% | +8.1% |
| 6M | +126.7% | +36.0% | +90.7% | +109.6% |
| YTD | +58.5% | +28.2% | +30.3% | +47.7% |
| 1Y | +31.7% | +54.1% | -22.4% | +17.3% |
| 3Y | -10.6% | +354.2% | -364.9% | -39.8% |
| 5Y | +2.5% | +387.3% | -384.8% | -34.5% |
| 10Y | +148.7% | +334.8% | -186.1% | +53.7% |
| All | +5,600.3% | +2,106.1% | +3,494.3% | +1,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling