-11.1%
HUM vs SIMO
+443.5%
-454.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.3% |
| 7D | -1.4% | +12.5% | -14.0% | -1.9% |
| 30D | +7.5% | +18.4% | -10.9% | +6.7% |
| 3M | +10.2% | +5.6% | +4.6% | +9.3% |
| 6M | +132.5% | +116.9% | +15.6% | +121.9% |
| YTD | +57.6% | +188.4% | -130.8% | +48.3% |
| 1Y | +48.6% | +221.3% | -172.7% | +38.9% |
| All | -11.1% | +443.5% | -454.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling