+11.2%
SNPS vs HUM
+51.1%
-39.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.9% | +1.6% | -5.5% | -4.0% |
| 30D | -5.2% | +3.5% | -8.7% | -5.4% |
| 3M | +14.6% | +15.5% | -0.9% | +13.9% |
| 6M | -6.9% | +76.2% | -83.1% | -10.1% |
| YTD | -1.4% | +64.5% | -66.0% | -4.4% |
| 1Y | +11.2% | +50.0% | -38.8% | +9.4% |
| All | +11.2% | +51.1% | -39.9% | +9.4% |
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