+6,281.5%
HUM vs STZ
+9,118.3%
-2,836.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -0.2% | -6.0% | +5.8% | +0.9% |
| 30D | +3.7% | -8.9% | +12.6% | +5.5% |
| 3M | +10.4% | -12.6% | +23.0% | +13.0% |
| 6M | +125.7% | -17.2% | +142.9% | +132.5% |
| YTD | +57.3% | -10.0% | +67.4% | +59.0% |
| 1Y | +48.6% | -14.3% | +62.9% | +51.4% |
| 3Y | -11.3% | -49.9% | +38.6% | -0.8% |
| 5Y | +0.8% | -38.2% | +39.1% | +7.9% |
| 10Y | +146.7% | -12.0% | +158.6% | +142.2% |
| All | +6,281.5% | +9,118.3% | -2,836.8% | +2,989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling