+4.8%
HUM vs STT
+153.4%
-148.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.4% | -1.4% | -0.1% | -1.1% |
| 30D | +7.5% | +2.2% | +5.3% | +7.0% |
| 3M | +10.2% | +18.8% | -8.6% | +6.1% |
| 6M | +132.5% | +57.9% | +74.6% | +111.1% |
| YTD | +57.6% | +51.0% | +6.6% | +44.3% |
| 1Y | +48.6% | +77.1% | -28.6% | +31.9% |
| 3Y | -11.2% | +199.8% | -211.0% | -28.6% |
| 5Y | +4.8% | +156.0% | -151.2% | -17.5% |
| All | +4.8% | +153.4% | -148.6% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling