-45.9%
SE vs HUM
+50.8%
-96.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.6% |
| 7D | -5.2% | +2.1% | -7.3% | -5.4% |
| 30D | -17.1% | +5.4% | -22.5% | -17.6% |
| 3M | +24.0% | +11.4% | +12.6% | +22.1% |
| 6M | +21.0% | +141.5% | -120.5% | +9.2% |
| YTD | -16.7% | +61.2% | -77.9% | -24.2% |
| 1Y | -45.9% | +49.2% | -95.1% | -50.4% |
| All | -45.9% | +50.8% | -96.7% | -50.4% |
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