+152.3%
HUM vs STLA
+55.1%
+97.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.9% |
| 7D | +2.1% | -2.9% | +4.9% | +2.5% |
| 30D | +5.4% | +0.9% | +4.5% | +5.0% |
| 3M | +11.4% | -21.6% | +33.0% | +15.3% |
| 6M | +141.5% | -21.6% | +163.1% | +148.9% |
| YTD | +61.2% | -50.4% | +111.6% | +77.7% |
| 1Y | +49.2% | -43.6% | +92.7% | +60.5% |
| 3Y | -9.0% | -66.4% | +57.4% | +4.1% |
| 5Y | +7.2% | -62.3% | +69.5% | +16.4% |
| All | +152.3% | +55.1% | +97.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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