+152.3%
HUM vs SCHG
+459.0%
-306.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.8% |
| 7D | +2.1% | -1.0% | +3.1% | +2.6% |
| 30D | +5.4% | -1.3% | +6.7% | +6.0% |
| 3M | +11.4% | +5.4% | +6.0% | +8.3% |
| 6M | +141.5% | +14.4% | +127.1% | +124.4% |
| YTD | +61.2% | +8.0% | +53.2% | +54.1% |
| 1Y | +49.2% | +12.7% | +36.4% | +39.1% |
| 3Y | -9.0% | +85.6% | -94.6% | -37.9% |
| 5Y | +7.2% | +85.5% | -78.3% | -28.5% |
| All | +152.3% | +459.0% | -306.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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