+391.9%
HUM vs SFM
+117.5%
+274.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.0% |
| 7D | +2.1% | -5.8% | +7.9% | +2.6% |
| 30D | +4.7% | -11.4% | +16.1% | +5.9% |
| 3M | +13.5% | -12.2% | +25.7% | +14.7% |
| 6M | +126.7% | -5.2% | +131.8% | +126.7% |
| YTD | +58.5% | -4.5% | +63.0% | +58.2% |
| 1Y | +31.7% | -45.4% | +77.1% | +38.5% |
| 3Y | -10.6% | +91.1% | -101.7% | -18.4% |
| 5Y | +2.5% | +226.8% | -224.3% | -13.4% |
| 10Y | +148.7% | +291.9% | -143.2% | +98.1% |
| All | +391.9% | +117.5% | +274.5% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling