-5.1%
SNXX vs HUM
+89.0%
-94.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -1.3% | -41.7% | -42.2% |
| 7D | -66.8% | -1.2% | -65.7% | -66.3% |
| 30D | -79.7% | +2.1% | -81.7% | -79.7% |
| 3M | -72.8% | +13.4% | -86.3% | -75.3% |
| 6M | -84.7% | +72.7% | -157.4% | -88.6% |
| All | -5.1% | +89.0% | -94.1% | -44.3% |
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