+1,351.9%
HUM vs SRE
+1,524.7%
-172.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.4% | -0.7% | -0.8% | -1.2% |
| 30D | +7.5% | -1.7% | +9.2% | +8.1% |
| 3M | +10.2% | -7.1% | +17.3% | +12.9% |
| 6M | +132.5% | -8.4% | +140.9% | +138.2% |
| YTD | +57.6% | -3.5% | +61.1% | +58.2% |
| 1Y | +48.6% | +5.4% | +43.2% | +44.5% |
| 3Y | -11.2% | +29.5% | -40.7% | -22.1% |
| 5Y | +4.8% | +48.3% | -43.5% | -14.0% |
| 10Y | +147.1% | +123.5% | +23.6% | +69.4% |
| All | +1,351.9% | +1,524.7% | -172.9% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling