-11.1%
HUM vs STLA
-66.9%
+55.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -3.8% | +2.4% | -1.2% |
| 30D | +7.5% | -3.1% | +10.6% | +7.6% |
| 3M | +10.2% | -19.6% | +29.8% | +11.9% |
| 6M | +132.5% | -23.5% | +156.0% | +136.6% |
| YTD | +57.6% | -51.5% | +109.1% | +65.5% |
| 1Y | +48.6% | -39.7% | +88.2% | +54.5% |
| All | -11.1% | -66.9% | +55.8% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling