+146.4%
HUM vs SIMO
+394.4%
-248.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.8% |
| 7D | +3.7% | +4.1% | -0.4% | +3.4% |
| 30D | +5.5% | -24.0% | +29.5% | +7.2% |
| 3M | +17.1% | -31.8% | +48.9% | +19.4% |
| 6M | +48.3% | -36.9% | +85.2% | +50.3% |
| YTD | +77.4% | +84.8% | -7.4% | +62.4% |
| 1Y | +92.6% | +99.0% | -6.4% | +75.0% |
| 3Y | -6.1% | +217.9% | -224.0% | -19.7% |
| 5Y | +6.2% | +171.5% | -165.2% | -10.4% |
| All | +146.4% | +394.4% | -248.0% | +73.6% |
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