+6,277.2%
HUM vs STT
+6,607.8%
-330.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +3.7% | +4.8% | -1.0% | +2.5% |
| 30D | +5.5% | +3.9% | +1.6% | +4.4% |
| 3M | +17.1% | -8.2% | +25.3% | +19.5% |
| 6M | +48.3% | +15.6% | +32.7% | +42.6% |
| YTD | +77.4% | +37.6% | +39.7% | +63.0% |
| 1Y | +92.6% | +50.1% | +42.4% | +73.2% |
| 3Y | -6.1% | +183.1% | -189.2% | -28.9% |
| 5Y | +6.2% | +104.8% | -98.6% | -15.3% |
| 10Y | +153.6% | +201.9% | -48.3% | +74.5% |
| All | +6,277.2% | +6,607.8% | -330.5% | +1,481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling