+147.2%
HUM vs SW
+147.8%
-0.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +4.2% | -5.1% | +9.2% | +4.5% |
| 30D | +10.4% | -4.6% | +15.0% | +10.7% |
| 3M | +15.1% | +9.4% | +5.7% | +14.1% |
| 6M | +120.9% | +3.5% | +117.4% | +119.6% |
| YTD | +57.9% | +22.0% | +35.9% | +55.0% |
| 1Y | +30.6% | +2.2% | +28.3% | +29.5% |
| 3Y | -9.6% | +19.6% | -29.2% | -11.6% |
| 5Y | +1.6% | -2.3% | +3.9% | -0.2% |
| All | +147.2% | +147.8% | -0.6% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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