+49.2%
HUM vs SM
+48.5%
+0.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | +4.6% | -2.5% | +1.6% |
| 30D | +5.4% | +18.2% | -12.8% | +3.4% |
| 3M | +11.4% | +22.5% | -11.1% | +8.7% |
| 6M | +141.5% | +50.6% | +90.9% | +126.7% |
| YTD | +61.2% | +108.1% | -46.9% | +43.4% |
| 1Y | +49.2% | +46.0% | +3.1% | +45.7% |
| All | +49.2% | +48.5% | +0.6% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling