-85.6%
SMR vs HUM
+51.1%
-136.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -9.5% | +1.6% | -11.1% | -9.6% |
| 30D | -33.2% | +3.5% | -36.7% | -33.2% |
| 3M | -45.9% | +15.5% | -61.4% | -46.3% |
| 6M | -57.9% | +76.2% | -134.1% | -59.2% |
| YTD | -63.8% | +64.5% | -128.3% | -66.0% |
| 1Y | -85.6% | +50.0% | -135.6% | -85.7% |
| All | -85.6% | +51.1% | -136.7% | -85.7% |
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 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