+22.9%
SBUX vs HUM
+50.8%
-27.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.6% |
| 7D | -5.5% | +2.1% | -7.5% | -5.6% |
| 30D | -8.5% | +5.4% | -13.9% | -8.8% |
| 3M | -2.9% | +11.4% | -14.3% | -3.9% |
| 6M | -1.5% | +141.5% | -143.0% | -9.8% |
| YTD | +19.4% | +61.2% | -41.8% | +13.5% |
| 1Y | +22.9% | +49.2% | -26.2% | +15.4% |
| All | +22.9% | +50.8% | -27.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling