+7,308.3%
HUM vs SM
+1,670.2%
+5,638.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.1% |
| 7D | +2.1% | -0.2% | +2.2% | +2.1% |
| 30D | +4.7% | +31.5% | -26.8% | +2.0% |
| 3M | +13.5% | +17.3% | -3.8% | +11.4% |
| 6M | +126.7% | +48.5% | +78.2% | +117.1% |
| YTD | +58.5% | +106.3% | -47.7% | +47.0% |
| 1Y | +31.7% | +47.3% | -15.6% | +25.8% |
| 3Y | -10.6% | -1.4% | -9.2% | -13.3% |
| 5Y | +2.5% | +114.0% | -111.6% | -10.8% |
| 10Y | +148.7% | +12.5% | +136.2% | +82.6% |
| All | +7,308.3% | +1,670.2% | +5,638.1% | +3,694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling