+644.6%
STM vs HUM
+147.1%
+497.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -1.1% | -1.4% | +0.4% | -0.7% |
| 30D | -7.8% | +7.5% | -15.3% | -9.4% |
| 3M | -28.2% | +10.2% | -38.4% | -29.9% |
| 6M | +52.0% | +132.5% | -80.6% | +24.2% |
| YTD | +96.4% | +57.6% | +38.8% | +73.4% |
| 1Y | +98.8% | +48.6% | +50.2% | +77.1% |
| 3Y | +18.3% | -11.2% | +29.4% | +16.9% |
| 5Y | +17.7% | +4.8% | +12.9% | +3.6% |
| All | +644.6% | +147.1% | +497.5% | +390.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling