+2,461.1%
HUM vs SUI
+4,037.5%
-1,576.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +4.2% | -2.8% | +7.0% | +5.1% |
| 30D | +10.4% | -1.2% | +11.5% | +10.7% |
| 3M | +15.1% | -1.7% | +16.8% | +15.3% |
| 6M | +120.9% | -10.5% | +131.4% | +127.7% |
| YTD | +57.9% | -1.8% | +59.8% | +57.6% |
| 1Y | +30.6% | -4.1% | +34.6% | +31.1% |
| 3Y | -9.6% | +11.3% | -20.9% | -15.5% |
| 5Y | +1.6% | -32.1% | +33.7% | +10.3% |
| 10Y | +146.4% | +110.4% | +36.0% | +76.1% |
| All | +2,461.1% | +4,037.5% | -1,576.5% | +747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling