+3,343.4%
STX vs HUM
+152.7%
+3,190.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.0% |
| 7D | -2.3% | +2.1% | -4.3% | -2.5% |
| 30D | -5.5% | +5.4% | -10.9% | -6.2% |
| 3M | -4.3% | +11.4% | -15.7% | -5.9% |
| 6M | +115.6% | +141.5% | -25.9% | +89.7% |
| YTD | +202.2% | +61.2% | +141.0% | +178.8% |
| 1Y | +325.3% | +49.2% | +276.1% | +294.4% |
| 3Y | +1,283.9% | -9.0% | +1,293.0% | +1,280.7% |
| 5Y | +1,048.3% | +7.2% | +1,041.1% | +961.8% |
| All | +3,343.4% | +152.7% | +3,190.7% | +2,309.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling