-66.9%
SE vs HUM
+0.5%
-67.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -18.1% | +7.5% | -25.6% | -18.6% |
| 3M | +30.6% | +10.2% | +20.4% | +29.4% |
| 6M | +20.8% | +132.5% | -111.8% | +12.6% |
| YTD | -15.6% | +57.6% | -73.2% | -19.5% |
| 1Y | -44.2% | +48.6% | -92.8% | -46.7% |
| 3Y | +181.5% | -11.2% | +192.7% | +187.4% |
| 5Y | -66.9% | +4.8% | -71.7% | -69.0% |
| All | -66.9% | +0.5% | -67.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling