+16.7%
STM vs HUM
-5.3%
+22.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +12.0% | +3.7% | +8.3% | +11.7% |
| 30D | -0.4% | +5.5% | -5.9% | -0.8% |
| 3M | -13.2% | +17.1% | -30.3% | -14.2% |
| 6M | -26.1% | +48.3% | -74.3% | -28.0% |
| YTD | +81.2% | +77.4% | +3.8% | +73.5% |
| 1Y | +98.3% | +92.6% | +5.7% | +88.8% |
| 3Y | +16.7% | -6.1% | +22.8% | +5.5% |
| All | +16.7% | -5.3% | +22.0% | +5.5% |
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