+170.0%
HUM vs SW
+182.7%
-12.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.3% | +5.4% |
| 7D | +4.6% | +2.3% | +2.3% | +4.5% |
| 30D | +9.6% | +6.8% | +2.8% | +9.1% |
| 3M | +18.4% | -5.2% | +23.6% | +18.7% |
| 6M | +76.9% | +7.4% | +69.4% | +75.4% |
| YTD | +71.0% | +17.4% | +53.6% | +68.1% |
| 1Y | +75.0% | +27.1% | +47.9% | +71.0% |
| 3Y | -7.7% | +47.9% | -55.5% | -10.7% |
| 5Y | +0.6% | -2.6% | +3.2% | -1.2% |
| All | +170.0% | +182.7% | -12.7% | +140.1% |
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