+19.6%
STM vs HUM
-11.5%
+31.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -5.2% | +3.7% | -8.9% | -5.4% |
| 3M | -29.6% | +10.4% | -40.0% | -30.0% |
| 6M | +54.4% | +125.7% | -71.4% | +47.8% |
| YTD | +99.5% | +57.3% | +42.2% | +93.7% |
| 1Y | +100.8% | +48.6% | +52.1% | +94.9% |
| All | +19.6% | -11.5% | +31.1% | +4.5% |
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