-12.3%
HUM vs SW
+40.4%
-52.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.2% | +4.7% | -5.8% | -1.7% |
| 30D | +2.1% | +5.0% | -2.9% | +1.4% |
| 3M | +13.4% | -7.3% | +20.8% | +14.3% |
| 6M | +72.7% | +15.0% | +57.7% | +68.2% |
| YTD | +62.3% | +18.5% | +43.8% | +56.5% |
| 1Y | +57.5% | +27.1% | +30.3% | +50.1% |
| All | -12.3% | +40.4% | -52.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling