+1,256.8%
SMH vs HUM
+7,823.8%
-6,566.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.1% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | -2.8% | +5.4% | -8.2% | -3.7% |
| 3M | -6.7% | +11.4% | -18.1% | -8.7% |
| 6M | +41.8% | +141.5% | -99.7% | +20.3% |
| YTD | +57.9% | +61.2% | -3.3% | +42.7% |
| 1Y | +87.6% | +49.2% | +38.5% | +71.1% |
| 3Y | +282.9% | -9.0% | +292.0% | +270.3% |
| 5Y | +330.4% | +7.2% | +323.2% | +295.8% |
| 10Y | +1,857.0% | +152.7% | +1,704.3% | +1,410.2% |
| All | +1,256.8% | +7,823.8% | -6,566.9% | +488.0% |
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