+888.0%
HUM vs STLA
+252.7%
+635.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.8% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | +4.7% | -2.4% | +7.1% | +4.9% |
| 3M | +13.5% | -23.9% | +37.4% | +17.0% |
| 6M | +126.7% | -24.6% | +151.3% | +133.4% |
| YTD | +58.5% | -50.5% | +109.1% | +71.2% |
| 1Y | +31.7% | -39.8% | +71.6% | +38.5% |
| 3Y | -10.6% | -65.6% | +55.0% | -1.2% |
| 5Y | +2.5% | -62.1% | +64.6% | +9.6% |
| 10Y | +148.7% | +47.8% | +100.9% | +119.9% |
| All | +888.0% | +252.7% | +635.3% | +718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling