+123.8%
STX vs HUM
+51.1%
+72.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -20.2% | +1.6% | -21.8% | -20.2% |
| 30D | -37.2% | +3.5% | -40.7% | -37.2% |
| 3M | -34.1% | +15.5% | -49.6% | -34.3% |
| 6M | -24.5% | +76.2% | -100.7% | -24.8% |
| YTD | +102.9% | +64.5% | +38.4% | +95.6% |
| 1Y | +123.8% | +50.0% | +73.8% | +109.5% |
| All | +123.8% | +51.1% | +72.7% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling