+178.2%
SOUN vs HUM
-9.4%
+187.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -7.1% | +2.1% | -9.2% | -7.4% |
| 30D | -15.4% | +5.4% | -20.8% | -16.0% |
| 3M | -10.6% | +11.4% | -22.0% | -11.8% |
| 6M | -19.6% | +141.5% | -161.1% | -29.1% |
| YTD | -37.2% | +61.2% | -98.4% | -41.7% |
| 1Y | -57.1% | +49.2% | -106.2% | -59.9% |
| 3Y | +178.2% | -9.0% | +187.3% | +192.3% |
| All | +178.2% | -9.4% | +187.6% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling