+4.8%
HUM vs SM
+108.0%
-103.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +10.2% | +17.0% | -6.8% | +9.0% |
| 6M | +132.5% | +55.4% | +77.1% | +125.9% |
| YTD | +57.6% | +108.6% | -50.9% | +50.5% |
| 1Y | +48.6% | +45.7% | +2.9% | +44.3% |
| 3Y | -11.2% | -0.3% | -10.8% | -13.0% |
| 5Y | +4.8% | +113.0% | -108.2% | -3.4% |
| All | +4.8% | +108.0% | -103.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling