+58.7%
SLB vs HUM
+50.6%
+8.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +4.9% | +7.5% | -2.6% | +4.5% |
| 3M | +1.4% | +10.2% | -8.8% | +0.7% |
| 6M | +17.6% | +132.5% | -114.9% | +9.2% |
| YTD | +48.3% | +57.6% | -9.3% | +42.3% |
| 1Y | +58.7% | +48.6% | +10.1% | +51.8% |
| All | +58.7% | +50.6% | +8.1% | +51.8% |
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