+0.4%
SHOP vs HUM
+128.2%
-127.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.6% |
| 7D | -4.1% | +2.1% | -6.2% | -4.2% |
| 30D | -11.5% | +4.7% | -16.2% | -11.8% |
| 3M | +21.1% | +13.5% | +7.5% | +19.4% |
| All | +0.4% | +128.2% | -127.8% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling