+146.7%
HUM vs SIMO
+557.5%
-410.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.5% |
| 7D | -1.4% | +12.5% | -14.0% | -2.3% |
| 30D | +7.5% | +18.4% | -10.9% | +6.0% |
| 3M | +10.2% | +5.6% | +4.6% | +8.7% |
| 6M | +132.5% | +116.9% | +15.6% | +113.8% |
| YTD | +57.6% | +188.4% | -130.8% | +40.6% |
| 1Y | +48.6% | +221.3% | -172.7% | +30.9% |
| 3Y | -11.2% | +438.6% | -449.7% | -26.6% |
| 5Y | +4.8% | +287.9% | -283.1% | -12.7% |
| All | +146.7% | +557.5% | -410.8% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling