+152.3%
HUM vs SCCO
+1,104.1%
-951.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.1% | -2.7% | +4.7% | +2.4% |
| 30D | +5.4% | -0.7% | +6.1% | +5.2% |
| 3M | +11.4% | +8.1% | +3.3% | +9.5% |
| 6M | +141.5% | +4.1% | +137.4% | +137.2% |
| YTD | +61.2% | +41.1% | +20.1% | +49.2% |
| 1Y | +49.2% | +95.6% | -46.4% | +30.3% |
| 3Y | -9.0% | +179.3% | -188.3% | -28.3% |
| 5Y | +7.2% | +308.3% | -301.1% | -25.8% |
| All | +152.3% | +1,104.1% | -951.8% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling