+7.5%
SMR vs HUM
-2.7%
+10.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | +13.1% | -0.2% | +13.3% | +13.1% |
| 30D | +17.8% | +3.7% | +14.0% | +18.0% |
| 3M | +8.1% | +10.4% | -2.3% | +8.7% |
| 6M | -11.1% | +125.7% | -136.8% | -8.3% |
| YTD | -23.7% | +57.3% | -81.1% | -22.3% |
| 1Y | -69.4% | +48.6% | -118.0% | -68.9% |
| 3Y | +82.6% | -11.3% | +93.9% | +88.3% |
| All | +7.5% | -2.7% | +10.2% | +9.1% |
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