-11.1%
HUM vs SGI
+50.3%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | +7.5% | +1.6% | +5.9% | +7.3% |
| 3M | +10.2% | -3.2% | +13.4% | +10.2% |
| 6M | +132.5% | -16.0% | +148.6% | +135.3% |
| YTD | +57.6% | -25.4% | +83.0% | +61.7% |
| 1Y | +48.6% | -21.6% | +70.2% | +51.8% |
| All | -11.1% | +50.3% | -61.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling