+5.3%
HUM vs SRE
+45.6%
-40.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.4% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +5.4% | -3.0% | +8.4% | +5.9% |
| 3M | +11.4% | -8.3% | +19.7% | +13.0% |
| 6M | +141.5% | -8.9% | +150.4% | +144.7% |
| YTD | +61.2% | -4.3% | +65.5% | +61.5% |
| 1Y | +49.2% | +2.7% | +46.4% | +47.6% |
| 3Y | -9.0% | +28.7% | -37.7% | -15.9% |
| All | +5.3% | +45.6% | -40.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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