+1,184.5%
HUM vs SIMO
+2,312.3%
-1,127.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +7.7% | +14.9% | -7.1% | +6.2% |
| 30D | +5.8% | -27.0% | +32.8% | +8.4% |
| 3M | +14.3% | -25.4% | +39.7% | +16.3% |
| 6M | +50.9% | -30.3% | +81.2% | +52.4% |
| YTD | +74.9% | +95.8% | -20.9% | +56.3% |
| 1Y | +86.9% | +100.0% | -13.1% | +66.5% |
| 3Y | -6.7% | +238.3% | -244.9% | -22.9% |
| 5Y | +4.8% | +187.6% | -182.8% | -14.3% |
| 10Y | +150.1% | +422.5% | -272.4% | +83.0% |
| All | +1,184.5% | +2,312.3% | -1,127.8% | +525.3% |
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 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