+87.6%
SMH vs HUM
+50.8%
+36.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.3% |
| 7D | +0.3% | +2.1% | -1.8% | +0.1% |
| 30D | -2.8% | +5.4% | -8.2% | -3.1% |
| 3M | -6.7% | +11.4% | -18.1% | -7.2% |
| 6M | +41.8% | +141.5% | -99.7% | +36.8% |
| YTD | +57.9% | +61.2% | -3.3% | +53.1% |
| 1Y | +87.6% | +49.2% | +38.5% | +82.9% |
| All | +87.6% | +50.8% | +36.9% | +82.9% |
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