+7,788.2%
SHOP vs HUM
+148.8%
+7,639.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.7% |
| 7D | -4.1% | +2.1% | -6.2% | -4.5% |
| 30D | -11.5% | +4.7% | -16.2% | -12.4% |
| 3M | +21.1% | +13.5% | +7.5% | +17.5% |
| 6M | +3.0% | +126.7% | -123.7% | -14.5% |
| YTD | -16.7% | +58.5% | -75.2% | -25.9% |
| 1Y | -8.3% | +31.7% | -40.0% | -15.5% |
| 3Y | +112.8% | -10.6% | +123.5% | +109.6% |
| 5Y | -9.3% | +2.5% | -11.7% | -17.6% |
| 10Y | +3,003.4% | +148.7% | +2,854.8% | +2,171.3% |
| All | +7,788.2% | +148.8% | +7,639.5% | +5,759.2% |
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