-48.8%
SE vs HUM
+51.1%
-99.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | -17.2% | +3.5% | -20.7% | -17.6% |
| 3M | -28.0% | +15.5% | -43.5% | -29.5% |
| 6M | -6.1% | +76.2% | -82.3% | -12.5% |
| YTD | -37.1% | +64.5% | -101.7% | -43.4% |
| 1Y | -48.8% | +50.0% | -98.8% | -54.4% |
| All | -48.8% | +51.1% | -99.8% | -54.4% |
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