+43.4%
SMH vs HUM
+51.1%
-7.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -11.2% | +1.6% | -12.7% | -11.2% |
| 30D | -20.4% | +3.5% | -24.0% | -20.6% |
| 3M | -12.4% | +15.5% | -27.9% | -13.1% |
| 6M | -0.5% | +76.2% | -76.7% | -2.6% |
| YTD | +40.0% | +64.5% | -24.5% | +35.6% |
| 1Y | +43.4% | +50.0% | -6.6% | +39.5% |
| All | +43.4% | +51.1% | -7.7% | +39.5% |
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