-78.5%
SNAP vs HUM
+128.4%
-206.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +6.0% | +3.7% | +2.3% | +5.2% |
| 30D | -13.8% | +5.5% | -19.3% | -14.7% |
| 3M | -0.8% | +17.1% | -17.9% | -4.0% |
| 6M | -6.2% | +48.3% | -54.5% | -13.9% |
| YTD | -34.8% | +77.4% | -112.2% | -43.1% |
| 1Y | -38.7% | +92.6% | -131.3% | -47.5% |
| 3Y | -53.5% | -6.1% | -47.3% | -54.4% |
| 5Y | -90.2% | +6.2% | -96.5% | -91.0% |
| All | -78.5% | +128.4% | -206.9% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling