+152.3%
HUM vs STZ
-11.3%
+163.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | +2.1% | -4.5% | +6.5% | +3.4% |
| 30D | +5.4% | -8.6% | +14.0% | +8.0% |
| 3M | +11.4% | -13.8% | +25.2% | +15.9% |
| 6M | +141.5% | -17.2% | +158.7% | +152.4% |
| YTD | +61.2% | -9.4% | +70.5% | +62.6% |
| 1Y | +49.2% | -11.9% | +61.0% | +51.5% |
| 3Y | -9.0% | -49.6% | +40.6% | +9.7% |
| 5Y | +7.2% | -37.2% | +44.3% | +17.2% |
| All | +152.3% | -11.3% | +163.6% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling