+49.2%
HUM vs STT
+78.9%
-29.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +5.4% | +1.7% | +3.7% | +4.7% |
| 3M | +11.4% | +17.9% | -6.5% | +4.4% |
| 6M | +141.5% | +55.3% | +86.2% | +101.5% |
| YTD | +61.2% | +52.7% | +8.5% | +34.8% |
| 1Y | +49.2% | +75.7% | -26.5% | +16.4% |
| All | +49.2% | +78.9% | -29.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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