+1,060.0%
HUM vs SIMO
+3,332.4%
-2,272.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.1% |
| 7D | +4.2% | +4.2% | -0.1% | +3.6% |
| 30D | +10.4% | +4.1% | +6.3% | +9.5% |
| 3M | +15.1% | -12.9% | +27.9% | +15.1% |
| 6M | +120.9% | +110.3% | +10.6% | +99.5% |
| YTD | +57.9% | +178.6% | -120.6% | +37.6% |
| 1Y | +30.6% | +220.0% | -189.4% | +11.7% |
| 3Y | -9.6% | +409.0% | -418.6% | -27.7% |
| 5Y | +1.6% | +277.3% | -275.7% | -18.3% |
| 10Y | +146.4% | +506.6% | -360.2% | +79.4% |
| All | +1,060.0% | +3,332.4% | -2,272.3% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling