+50.0%
HUM vs SIMO
+94.5%
-44.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | +0.2% |
| 7D | +1.6% | -16.9% | +18.4% | +2.1% |
| 30D | +3.5% | -35.4% | +38.9% | +4.9% |
| 3M | +15.5% | -31.9% | +47.4% | +16.6% |
| 6M | +76.2% | -19.3% | +95.5% | +74.5% |
| YTD | +64.5% | +98.5% | -33.9% | +54.7% |
| 1Y | +50.0% | +100.5% | -50.5% | +40.0% |
| All | +50.0% | +94.5% | -44.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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