-7.0%
HUM vs SN
+447.8%
-454.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +2.1% | -7.3% | +9.3% | +2.3% |
| 30D | +5.4% | -13.6% | +19.0% | +5.9% |
| 3M | +11.4% | +18.6% | -7.2% | +10.5% |
| 6M | +141.5% | +46.0% | +95.5% | +137.1% |
| YTD | +61.2% | +43.7% | +17.5% | +58.4% |
| 1Y | +49.2% | +39.2% | +10.0% | +46.7% |
| 3Y | -9.0% | +306.5% | -315.5% | -12.4% |
| All | -7.0% | +447.8% | -454.8% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling