+30.6%
HUM vs SCCO
+105.9%
-75.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +4.2% | -5.3% | +9.4% | +4.7% |
| 30D | +10.4% | +0.9% | +9.5% | +10.1% |
| 3M | +15.1% | +2.4% | +12.7% | +14.4% |
| 6M | +120.9% | -2.4% | +123.3% | +120.2% |
| YTD | +57.9% | +42.4% | +15.5% | +40.3% |
| 1Y | +30.6% | +105.6% | -75.1% | -5.2% |
| All | +30.6% | +105.9% | -75.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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