-9.0%
HUM vs SIRI
-22.6%
+13.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +2.2% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +5.4% | +2.5% | +2.9% | +5.1% |
| 3M | +11.4% | +6.6% | +4.8% | +10.5% |
| 6M | +141.5% | +32.9% | +108.6% | +133.7% |
| YTD | +61.2% | +50.5% | +10.7% | +54.0% |
| 1Y | +49.2% | +28.0% | +21.2% | +44.4% |
| 3Y | -9.0% | -22.4% | +13.4% | -10.5% |
| All | -9.0% | -22.6% | +13.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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