+57.5%
HUM vs SARO
-6.5%
+64.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -1.2% | +6.3% | -7.5% | -1.9% |
| 30D | +2.1% | +20.8% | -18.7% | -0.2% |
| 3M | +13.4% | -18.4% | +31.8% | +16.4% |
| 6M | +72.7% | +0.8% | +71.9% | +70.4% |
| YTD | +62.3% | -11.8% | +74.1% | +66.8% |
| 1Y | +57.5% | -7.3% | +64.7% | +59.4% |
| All | +57.5% | -6.5% | +64.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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