+5.3%
HUM vs SGI
+47.3%
-42.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +2.1% | -4.5% | +6.5% | +2.4% |
| 30D | +5.4% | +4.2% | +1.2% | +5.0% |
| 3M | +11.4% | -7.4% | +18.9% | +11.9% |
| 6M | +141.5% | -15.1% | +156.6% | +143.7% |
| YTD | +61.2% | -24.7% | +85.9% | +64.5% |
| 1Y | +49.2% | -21.8% | +70.9% | +51.6% |
| 3Y | -9.0% | +50.0% | -59.1% | -12.4% |
| All | +5.3% | +47.3% | -42.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling