+5,695.2%
HUM vs SU
+61,601.3%
-55,906.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | +2.2% | -0.2% | +2.1% |
| 30D | +5.4% | +8.4% | -3.0% | +5.4% |
| 3M | +11.4% | +12.1% | -0.7% | +11.4% |
| 6M | +141.5% | +19.7% | +121.8% | +141.4% |
| YTD | +61.2% | +58.4% | +2.8% | +61.1% |
| 1Y | +49.2% | +67.2% | -18.1% | +49.0% |
| 3Y | -9.0% | +125.0% | -134.1% | -9.1% |
| 5Y | +7.2% | +355.1% | -347.9% | +6.9% |
| 10Y | +152.7% | +263.7% | -111.0% | +152.1% |
| All | +5,695.2% | +61,601.3% | -55,906.1% | +5,513.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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