+30.6%
HUM vs STZ
-10.2%
+40.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +4.2% | -1.9% | +6.1% | +4.1% |
| 30D | +10.4% | -1.9% | +12.3% | +10.4% |
| 3M | +15.1% | -6.2% | +21.3% | +15.3% |
| 6M | +120.9% | -14.0% | +134.9% | +119.2% |
| YTD | +57.9% | -5.1% | +63.1% | +52.5% |
| 1Y | +30.6% | -9.6% | +40.1% | +24.8% |
| All | +30.6% | -10.2% | +40.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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