+5,566.9%
HUM vs SMTC
+67,795.5%
-62,228.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -1.4% | +17.5% | -19.0% | -2.5% |
| 30D | +7.5% | +21.3% | -13.8% | +5.9% |
| 3M | +10.2% | +3.1% | +7.1% | +9.3% |
| 6M | +132.5% | +81.7% | +50.8% | +121.1% |
| YTD | +57.6% | +115.9% | -58.3% | +48.0% |
| 1Y | +48.6% | +157.8% | -109.2% | +37.5% |
| 3Y | -11.2% | +557.3% | -568.4% | -25.4% |
| 5Y | +4.8% | +114.7% | -109.9% | -6.7% |
| 10Y | +147.1% | +509.5% | -362.4% | +102.5% |
| All | +5,566.9% | +67,795.5% | -62,228.5% | +3,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling