-34.6%
SNPS vs HUM
+31.0%
-65.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -11.0% | +4.2% | -15.2% | -11.2% |
| 30D | -1.7% | +10.4% | -12.1% | -2.2% |
| 3M | -20.4% | +15.1% | -35.4% | -20.9% |
| 6M | -8.6% | +120.9% | -129.5% | -13.0% |
| YTD | -16.2% | +57.9% | -74.1% | -18.8% |
| 1Y | -34.6% | +30.6% | -65.1% | -37.7% |
| All | -34.6% | +31.0% | -65.6% | -37.7% |
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