+5.3%
HUM vs SMTC
+122.8%
-117.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +2.1% |
| 7D | +2.1% | +13.1% | -11.0% | +1.6% |
| 30D | +5.4% | +19.5% | -14.1% | +4.5% |
| 3M | +11.4% | +2.2% | +9.2% | +10.8% |
| 6M | +141.5% | +94.9% | +46.6% | +133.7% |
| YTD | +61.2% | +127.0% | -65.8% | +55.0% |
| 1Y | +49.2% | +174.6% | -125.4% | +42.0% |
| 3Y | -9.0% | +615.9% | -625.0% | -17.0% |
| All | +5.3% | +122.8% | -117.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling