-10.6%
HUM vs SUI
+12.1%
-22.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +2.1% | -3.1% | +5.2% | +2.3% |
| 30D | +4.7% | -2.3% | +7.0% | +4.9% |
| 3M | +13.5% | -2.8% | +16.3% | +13.7% |
| 6M | +126.7% | -12.4% | +139.0% | +129.5% |
| YTD | +58.5% | -3.3% | +61.9% | +58.6% |
| 1Y | +31.7% | -5.8% | +37.6% | +32.2% |
| 3Y | -10.6% | +12.5% | -23.1% | -8.4% |
| All | -10.6% | +12.1% | -22.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 3y: compounded portfolio wealth divided by compounded SUI 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…
3y analysis · Full analysis span regression · 6 months rolling