+152.3%
HUM vs SM
+23.0%
+129.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | +4.6% | -2.5% | +1.8% |
| 30D | +5.4% | +18.2% | -12.8% | +4.2% |
| 3M | +11.4% | +22.5% | -11.1% | +9.7% |
| 6M | +141.5% | +50.6% | +90.9% | +134.0% |
| YTD | +61.2% | +108.1% | -46.9% | +52.7% |
| 1Y | +49.2% | +46.0% | +3.1% | +44.4% |
| 3Y | -9.0% | +2.9% | -11.9% | -11.2% |
| 5Y | +7.2% | +112.6% | -105.4% | -2.7% |
| All | +152.3% | +23.0% | +129.3% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling