+26.2%
HUM vs SITM
+4,532.8%
-4,506.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -1.4% | +4.8% | -6.3% | -1.7% |
| 30D | +7.5% | -9.7% | +17.2% | +7.9% |
| 3M | +10.2% | -9.3% | +19.5% | +10.2% |
| 6M | +132.5% | +69.5% | +63.0% | +124.8% |
| YTD | +57.6% | +70.5% | -12.9% | +51.8% |
| 1Y | +48.6% | +145.3% | -96.7% | +40.0% |
| 3Y | -11.2% | +432.8% | -444.0% | -21.6% |
| 5Y | +4.8% | +174.0% | -169.2% | -7.7% |
| All | +26.2% | +4,532.8% | -4,506.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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