+30.6%
HUM vs SMTC
+154.8%
-124.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.5% |
| 7D | +4.2% | +12.7% | -8.6% | +3.8% |
| 30D | +10.4% | +22.0% | -11.6% | +9.7% |
| 3M | +15.1% | -12.7% | +27.7% | +14.6% |
| 6M | +120.9% | +64.8% | +56.1% | +116.5% |
| YTD | +57.9% | +100.7% | -42.8% | +55.5% |
| 1Y | +30.6% | +146.9% | -116.3% | +25.9% |
| All | +30.6% | +154.8% | -124.2% | +25.9% |
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