+152.3%
HUM vs SGI
+270.1%
-117.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | +2.1% | -4.5% | +6.5% | +2.8% |
| 30D | +5.4% | +4.2% | +1.2% | +4.6% |
| 3M | +11.4% | -7.4% | +18.9% | +12.3% |
| 6M | +141.5% | -15.1% | +156.6% | +145.4% |
| YTD | +61.2% | -24.7% | +85.9% | +67.0% |
| 1Y | +49.2% | -21.8% | +70.9% | +53.1% |
| 3Y | -9.0% | +50.0% | -59.1% | -17.5% |
| 5Y | +7.2% | +48.9% | -41.8% | -5.5% |
| All | +152.3% | +270.1% | -117.8% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling