-1.2%
HUM vs SW
-2.3%
+1.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.4% |
| 7D | +3.1% | +1.8% | +1.3% | +3.0% |
| 30D | -1.8% | +7.0% | -8.8% | -2.1% |
| 3M | +10.2% | -7.6% | +17.8% | +10.5% |
| 6M | +54.6% | +8.5% | +46.1% | +53.7% |
| YTD | +66.8% | +17.7% | +49.2% | +65.0% |
| 1Y | +70.1% | +27.1% | +43.0% | +67.7% |
| 3Y | -11.3% | +48.2% | -59.5% | -11.1% |
| 5Y | -1.2% | -2.3% | +1.2% | +0.5% |
| All | -1.2% | -2.3% | +1.2% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling