+30.6%
HUM vs SN
+46.4%
-15.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +4.2% | -9.3% | +13.5% | +4.4% |
| 30D | +10.4% | -4.8% | +15.2% | +10.4% |
| 3M | +15.1% | +40.4% | -25.4% | +12.6% |
| 6M | +120.9% | +50.9% | +70.0% | +114.2% |
| YTD | +57.9% | +54.9% | +3.0% | +53.4% |
| 1Y | +30.6% | +43.0% | -12.5% | +18.6% |
| All | +30.6% | +46.4% | -15.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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