+883.7%
HUM vs SSNC
+1,015.4%
-131.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.4% | -6.7% | +5.3% | +0.6% |
| 30D | +7.5% | -0.8% | +8.3% | +7.7% |
| 3M | +10.2% | +16.1% | -5.8% | +4.8% |
| 6M | +132.5% | +7.9% | +124.6% | +125.5% |
| YTD | +57.6% | -8.7% | +66.3% | +60.3% |
| 1Y | +48.6% | -9.5% | +58.1% | +51.4% |
| 3Y | -11.2% | +47.7% | -58.8% | -22.8% |
| 5Y | +4.8% | +17.6% | -12.8% | -4.0% |
| 10Y | +147.1% | +167.7% | -20.6% | +75.2% |
| All | +883.7% | +1,015.4% | -131.7% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling