+50.0%
HUM vs SFM
-35.8%
+85.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.2% |
| 7D | +1.6% | -12.3% | +13.8% | +2.1% |
| 30D | +3.5% | -16.2% | +19.7% | +4.3% |
| 3M | +15.5% | -36.8% | +52.3% | +19.2% |
| 6M | +76.2% | -32.6% | +108.8% | +80.7% |
| YTD | +64.5% | -31.7% | +96.3% | +72.3% |
| 1Y | +50.0% | -35.0% | +85.0% | +59.6% |
| All | +50.0% | -35.8% | +85.8% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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