+152.3%
HUM vs SSNC
+173.6%
-21.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +2.1% | -4.0% | +6.1% | +3.5% |
| 30D | +5.4% | +0.5% | +4.9% | +5.1% |
| 3M | +11.4% | +18.9% | -7.5% | +4.2% |
| 6M | +141.5% | +10.8% | +130.7% | +131.0% |
| YTD | +61.2% | -7.1% | +68.3% | +63.6% |
| 1Y | +49.2% | -9.6% | +58.8% | +52.8% |
| 3Y | -9.0% | +51.1% | -60.1% | -23.9% |
| 5Y | +7.2% | +19.7% | -12.5% | -4.0% |
| All | +152.3% | +173.6% | -21.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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