-11.1%
HUM vs SM
-0.7%
-10.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | +2.1% | -3.6% | -1.5% |
| 30D | +7.5% | +18.1% | -10.6% | +6.5% |
| 3M | +10.2% | +17.0% | -6.8% | +9.1% |
| 6M | +132.5% | +55.4% | +77.1% | +126.4% |
| YTD | +57.6% | +108.6% | -50.9% | +51.4% |
| 1Y | +48.6% | +45.7% | +2.9% | +44.2% |
| All | -11.1% | -0.7% | -10.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling