+19,949.9%
SHW vs HUM
+5,584.1%
+14,365.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -1.2% | +2.1% | -3.2% | -1.5% |
| 30D | -11.6% | +4.7% | -16.3% | -12.2% |
| 3M | +9.1% | +13.5% | -4.4% | +6.9% |
| 6M | -0.7% | +126.7% | -127.3% | -12.5% |
| YTD | +1.4% | +58.5% | -57.2% | -6.5% |
| 1Y | -12.3% | +31.7% | -44.0% | -17.2% |
| 3Y | +23.4% | -10.6% | +34.0% | +20.6% |
| 5Y | +15.0% | +2.5% | +12.5% | +9.1% |
| 10Y | +278.3% | +148.7% | +129.6% | +214.5% |
| All | +19,949.9% | +5,584.1% | +14,365.8% | +8,925.3% |
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