-14.4%
SMR vs HUM
-0.3%
-14.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.3% | -17.9% | -15.6% |
| 7D | -11.2% | +2.1% | -13.3% | -11.1% |
| 30D | -10.2% | +5.4% | -15.6% | -10.0% |
| 3M | -10.0% | +11.4% | -21.4% | -9.5% |
| 6M | -30.5% | +141.5% | -172.0% | -28.1% |
| YTD | -39.2% | +61.2% | -100.4% | -38.0% |
| 1Y | -75.5% | +49.2% | -124.7% | -75.1% |
| 3Y | +45.4% | -9.0% | +54.5% | +50.1% |
| All | -14.4% | -0.3% | -14.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling