+3,105.3%
HUM vs SBAC
+2,199.0%
+906.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +4.7% | +3.2% | +1.5% | +4.3% |
| 3M | +13.5% | -5.1% | +18.6% | +13.9% |
| 6M | +126.7% | -2.1% | +128.8% | +125.9% |
| YTD | +58.5% | -0.5% | +59.1% | +57.6% |
| 1Y | +31.7% | +1.1% | +30.6% | +30.7% |
| 3Y | -10.6% | -7.4% | -3.2% | -11.3% |
| 5Y | +2.5% | -44.3% | +46.8% | +6.8% |
| 10Y | +148.7% | +77.6% | +71.1% | +130.2% |
| All | +3,105.3% | +2,199.0% | +906.3% | +1,967.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling