+955.9%
HUM vs SW
+730.4%
+225.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.2% | +4.7% | -5.8% | -1.4% |
| 30D | +2.1% | +5.0% | -2.9% | +1.9% |
| 3M | +13.4% | -7.3% | +20.8% | +13.7% |
| 6M | +72.7% | +15.0% | +57.7% | +71.4% |
| YTD | +62.3% | +18.5% | +43.8% | +60.7% |
| 1Y | +57.5% | +27.1% | +30.3% | +55.5% |
| 3Y | -10.5% | +49.3% | -59.8% | -12.1% |
| 5Y | -4.5% | -1.6% | -2.9% | -5.8% |
| 10Y | +167.8% | +185.4% | -17.6% | +154.2% |
| All | +955.9% | +730.4% | +225.5% | +840.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling