+50.0%
HUM vs SBAC
+2.4%
+47.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.5% |
| 7D | +1.6% | +5.8% | -4.2% | +1.2% |
| 30D | +3.5% | +20.8% | -17.3% | +2.5% |
| 3M | +15.5% | +4.8% | +10.8% | +14.2% |
| 6M | +76.2% | -9.1% | +85.3% | +75.2% |
| YTD | +64.5% | +3.1% | +61.5% | +64.5% |
| 1Y | +50.0% | +2.2% | +47.8% | +50.6% |
| All | +50.0% | +2.4% | +47.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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