+4,878.2%
SNPS vs HUM
+6,139.5%
-1,261.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -5.5% | +2.1% | -7.6% | -5.8% |
| 30D | -5.8% | +4.7% | -10.5% | -6.5% |
| 3M | -17.2% | +13.5% | -30.7% | -19.1% |
| 6M | -10.4% | +126.7% | -137.1% | -22.0% |
| YTD | -16.5% | +58.5% | -75.1% | -23.7% |
| 1Y | -35.6% | +31.7% | -67.4% | -39.7% |
| 3Y | -14.6% | -10.6% | -4.0% | -16.8% |
| 5Y | +16.5% | +2.5% | +14.0% | +9.7% |
| 10Y | +556.6% | +148.7% | +407.9% | +430.1% |
| All | +4,878.2% | +6,139.5% | -1,261.3% | +2,141.5% |
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 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