+0.8%
HUM vs SIMO
+312.7%
-311.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -0.8% |
| 7D | -0.2% | +14.5% | -14.7% | -0.5% |
| 30D | +3.7% | +20.4% | -16.7% | +3.2% |
| 3M | +10.4% | +7.1% | +3.3% | +9.8% |
| 6M | +125.7% | +129.2% | -3.5% | +119.8% |
| YTD | +57.3% | +201.9% | -144.6% | +52.4% |
| 1Y | +48.6% | +235.5% | -186.9% | +43.7% |
| 3Y | -11.3% | +463.8% | -475.2% | -14.8% |
| 5Y | +0.8% | +306.7% | -305.9% | -3.8% |
| All | +0.8% | +312.7% | -311.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling