+152.3%
HUM vs SFM
+271.4%
-119.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.1% | -10.6% | +12.7% | +3.2% |
| 30D | +5.4% | -15.5% | +20.9% | +7.1% |
| 3M | +11.4% | -17.4% | +28.8% | +13.3% |
| 6M | +141.5% | -3.4% | +144.9% | +141.0% |
| YTD | +61.2% | -8.7% | +69.9% | +61.6% |
| 1Y | +49.2% | -47.2% | +96.3% | +57.4% |
| 3Y | -9.0% | +82.7% | -91.8% | -16.7% |
| 5Y | +7.2% | +214.3% | -207.1% | -9.7% |
| All | +152.3% | +271.4% | -119.1% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling