+50.0%
HUM vs SMTC
+70.8%
-20.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.9% | +12.8% | +0.3% |
| 7D | +1.6% | -24.5% | +26.1% | +2.3% |
| 30D | +3.5% | -42.5% | +46.0% | +5.0% |
| 3M | +15.5% | -14.1% | +29.6% | +15.7% |
| 6M | +76.2% | +3.6% | +72.6% | +76.1% |
| YTD | +64.5% | +50.6% | +14.0% | +63.0% |
| 1Y | +50.0% | +72.2% | -22.2% | +50.4% |
| All | +50.0% | +70.8% | -20.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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