+181.6%
SE vs HUM
-11.4%
+193.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -18.1% | +7.5% | -25.6% | -18.4% |
| 3M | +30.6% | +10.2% | +20.4% | +30.0% |
| 6M | +20.8% | +132.5% | -111.8% | +17.0% |
| YTD | -15.6% | +57.6% | -73.2% | -17.9% |
| 1Y | -44.2% | +48.6% | -92.8% | -45.7% |
| All | +181.6% | -11.4% | +193.0% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling