+1.8%
SLB vs HUM
-6.7%
+8.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +2.6% | +7.7% | -5.2% | +2.3% |
| 30D | +4.4% | +5.8% | -1.4% | +4.2% |
| 3M | -2.7% | +14.3% | -17.1% | -3.3% |
| 6M | -7.5% | +50.9% | -58.4% | -9.3% |
| YTD | +34.8% | +74.9% | -40.1% | +30.8% |
| 1Y | +44.6% | +86.9% | -42.3% | +40.0% |
| All | +1.8% | -6.7% | +8.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling