+125.7%
HUM vs SBAC
-3.1%
+128.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +3.7% | +3.9% | -0.1% | +4.0% |
| 3M | +10.4% | -8.2% | +18.6% | +11.0% |
| 6M | +125.7% | -2.8% | +128.5% | +125.2% |
| All | +125.7% | -3.1% | +128.8% | +125.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling