+6,354.3%
SO vs HUM
+6,259.1%
+95.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | +1.4% | +3.7% | -2.4% | +1.0% |
| 30D | +4.7% | +5.5% | -0.8% | +4.2% |
| 3M | +1.7% | +17.1% | -15.4% | +0.2% |
| 6M | +2.2% | +48.3% | -46.1% | -1.5% |
| YTD | +10.0% | +77.4% | -67.4% | +3.8% |
| 1Y | +6.0% | +92.6% | -86.5% | -0.7% |
| 3Y | +54.1% | -6.1% | +60.2% | +51.4% |
| 5Y | +79.6% | +6.2% | +73.4% | +73.3% |
| 10Y | +195.5% | +153.6% | +41.9% | +164.6% |
| All | +6,354.3% | +6,259.1% | +95.2% | +4,164.0% |
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