+2,285.7%
STM vs HUM
+2,135.1%
+150.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +5.8% | +4.2% | +1.6% | +4.9% |
| 30D | -1.0% | +10.4% | -11.4% | -2.9% |
| 3M | -33.3% | +15.1% | -48.3% | -35.1% |
| 6M | +57.4% | +120.9% | -63.6% | +34.2% |
| YTD | +102.2% | +57.9% | +44.2% | +81.9% |
| 1Y | +99.6% | +30.6% | +69.0% | +85.4% |
| 3Y | +14.5% | -9.6% | +24.1% | +10.6% |
| 5Y | +21.4% | +1.6% | +19.8% | +12.3% |
| 10Y | +695.0% | +146.4% | +548.5% | +512.9% |
| All | +2,285.7% | +2,135.1% | +150.6% | +1,073.9% |
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