-4.9%
SHOP vs HUM
+51.1%
-56.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | -9.0% | +1.6% | -10.6% | -9.2% |
| 30D | -4.4% | +3.5% | -7.9% | -4.7% |
| 3M | +24.1% | +15.5% | +8.6% | +22.9% |
| 6M | +20.0% | +76.2% | -56.2% | +15.8% |
| YTD | -4.9% | +64.5% | -69.5% | -9.6% |
| 1Y | -4.9% | +50.0% | -54.9% | -8.5% |
| All | -4.9% | +51.1% | -56.0% | -8.5% |
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