+30.6%
HUM vs SGI
-17.2%
+47.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +4.2% | +8.5% | -4.4% | +3.8% |
| 30D | +10.4% | +0.7% | +9.7% | +10.4% |
| 3M | +15.1% | +0.6% | +14.5% | +14.8% |
| 6M | +120.9% | -17.9% | +138.9% | +126.9% |
| YTD | +57.9% | -21.2% | +79.1% | +63.4% |
| 1Y | +30.6% | -18.9% | +49.4% | +43.9% |
| All | +30.6% | -17.2% | +47.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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