+19.5%
SNPS vs HUM
+0.5%
+19.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.6% | -1.4% | -3.2% | -4.4% |
| 30D | -3.3% | +7.5% | -10.8% | -4.1% |
| 3M | -13.8% | +10.2% | -24.0% | -14.8% |
| 6M | -8.2% | +132.5% | -140.7% | -17.2% |
| YTD | -15.4% | +57.6% | -73.1% | -20.5% |
| 1Y | +2.4% | +48.6% | -46.2% | -3.2% |
| 3Y | -13.5% | -11.2% | -2.3% | -13.6% |
| 5Y | +19.5% | +4.8% | +14.7% | +6.6% |
| All | +19.5% | +0.5% | +19.0% | +6.6% |
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