-9.0%
HUM vs SCCO
+177.0%
-186.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.1% | -2.7% | +4.7% | +2.1% |
| 30D | +5.4% | -0.7% | +6.1% | +5.4% |
| 3M | +11.4% | +8.1% | +3.3% | +11.0% |
| 6M | +141.5% | +4.1% | +137.4% | +140.2% |
| YTD | +61.2% | +41.1% | +20.1% | +59.2% |
| 1Y | +49.2% | +95.6% | -46.4% | +47.7% |
| 3Y | -9.0% | +179.3% | -188.3% | -8.0% |
| All | -9.0% | +177.0% | -186.1% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling