+72.5%
SMR vs HUM
-11.4%
+83.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.5% |
| 7D | +4.7% | -1.4% | +6.1% | +4.6% |
| 30D | +3.2% | +7.5% | -4.3% | +3.9% |
| 3M | +9.9% | +10.2% | -0.3% | +11.0% |
| 6M | -15.1% | +132.5% | -147.7% | -9.1% |
| YTD | -27.9% | +57.6% | -85.6% | -25.0% |
| 1Y | -70.2% | +48.6% | -118.8% | -69.2% |
| All | +72.5% | -11.4% | +83.8% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling