+851.0%
SLB vs HUM
+6,259.1%
-5,408.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +3.5% | +3.7% | -0.2% | +2.8% |
| 30D | +6.5% | +5.5% | +1.0% | +5.5% |
| 3M | -0.2% | +17.1% | -17.4% | -3.2% |
| 6M | -5.7% | +48.3% | -54.0% | -12.5% |
| YTD | +36.8% | +77.4% | -40.5% | +21.8% |
| 1Y | +45.8% | +92.6% | -46.8% | +27.8% |
| 3Y | +3.4% | -6.1% | +9.5% | -0.6% |
| 5Y | +76.1% | +6.2% | +69.9% | +63.2% |
| 10Y | -13.0% | +153.6% | -166.7% | -30.6% |
| All | +851.0% | +6,259.1% | -5,408.1% | +312.7% |
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