+78.7%
SO vs HUM
+6.2%
+72.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | +1.4% | +3.7% | -2.4% | +1.2% |
| 30D | +4.7% | +5.5% | -0.8% | +4.5% |
| 3M | +1.7% | +17.1% | -15.4% | +1.1% |
| 6M | +2.2% | +48.3% | -46.1% | +0.6% |
| YTD | +10.0% | +77.4% | -67.4% | +7.2% |
| 1Y | +6.0% | +92.6% | -86.5% | +2.8% |
| 3Y | +54.1% | -6.1% | +60.2% | +57.9% |
| All | +78.7% | +6.2% | +72.5% | +77.2% |
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