+1,922.6%
HUM vs SGI
+2,073.9%
-151.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.1% | +9.3% | -7.2% | +0.7% |
| 30D | +4.7% | +6.9% | -2.2% | +3.5% |
| 3M | +13.5% | +2.8% | +10.7% | +12.6% |
| 6M | +126.7% | -12.6% | +139.3% | +129.2% |
| YTD | +58.5% | -21.5% | +80.1% | +62.8% |
| 1Y | +31.7% | -18.8% | +50.5% | +34.3% |
| 3Y | -10.6% | +60.8% | -71.5% | -19.2% |
| 5Y | +2.5% | +60.0% | -57.5% | -10.0% |
| 10Y | +148.7% | +267.8% | -119.2% | +74.2% |
| All | +1,922.6% | +2,073.9% | -151.3% | +781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling