+2.4%
HUM vs SN
+671.3%
-668.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | +3.7% | +1.5% | +2.2% | +3.7% |
| 30D | +5.5% | +21.5% | -16.0% | +4.7% |
| 3M | +17.1% | +20.0% | -2.9% | +16.3% |
| 6M | +48.3% | +119.9% | -71.6% | +43.7% |
| YTD | +77.4% | +102.3% | -24.9% | +72.2% |
| 1Y | +92.6% | +148.0% | -55.4% | +85.8% |
| 3Y | -6.1% | +450.0% | -456.1% | -10.8% |
| All | +2.4% | +671.3% | -668.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling