+49.2%
HUM vs STLA
-40.1%
+89.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.0% |
| 7D | +2.1% | -2.9% | +4.9% | +2.4% |
| 30D | +5.4% | +0.9% | +4.5% | +5.2% |
| 3M | +11.4% | -21.6% | +33.0% | +15.3% |
| 6M | +141.5% | -21.6% | +163.1% | +148.3% |
| YTD | +61.2% | -50.4% | +111.6% | +80.3% |
| 1Y | +49.2% | -43.6% | +92.7% | +58.4% |
| All | +49.2% | -40.1% | +89.3% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling