+2,037.8%
STM vs HUM
+2,410.2%
-372.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +12.0% | +3.7% | +8.3% | +11.2% |
| 30D | -0.4% | +5.5% | -5.9% | -1.4% |
| 3M | -13.2% | +17.1% | -30.3% | -16.0% |
| 6M | -26.1% | +48.3% | -74.3% | -31.9% |
| YTD | +81.2% | +77.4% | +3.8% | +59.1% |
| 1Y | +98.3% | +92.6% | +5.7% | +71.3% |
| 3Y | +16.7% | -6.1% | +22.8% | +12.1% |
| 5Y | -4.8% | +6.2% | -11.1% | -12.7% |
| 10Y | +468.8% | +153.6% | +315.2% | +335.1% |
| All | +2,037.8% | +2,410.2% | -372.3% | +926.4% |
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