-9.0%
HUM vs SNY
-9.6%
+0.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.3% |
| 7D | +2.1% | -3.3% | +5.4% | +2.3% |
| 30D | +5.4% | -2.2% | +7.5% | +5.6% |
| 3M | +11.4% | -3.0% | +14.5% | +11.7% |
| 6M | +141.5% | +2.7% | +138.8% | +140.5% |
| YTD | +61.2% | -6.8% | +68.0% | +61.8% |
| 1Y | +49.2% | -5.3% | +54.4% | +49.4% |
| 3Y | -9.0% | -9.8% | +0.7% | -7.5% |
| All | -9.0% | -9.6% | +0.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling