+597.0%
SE vs HUM
+78.4%
+518.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | +2.1% | -1.5% | +0.2% |
| 30D | -0.1% | +4.7% | -4.8% | -1.0% |
| 3M | +34.1% | +13.5% | +20.6% | +30.7% |
| 6M | +23.2% | +126.7% | -103.5% | +5.4% |
| YTD | -11.2% | +58.5% | -69.7% | -19.5% |
| 1Y | -40.5% | +31.7% | -72.3% | -44.6% |
| 3Y | +196.3% | -10.6% | +206.9% | +196.4% |
| 5Y | -67.0% | +2.5% | -69.5% | -69.4% |
| All | +597.0% | +78.4% | +518.6% | +431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling