+1,283.9%
STX vs HUM
-9.4%
+1,293.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -3.7% |
| 7D | -2.3% | +2.1% | -4.3% | -2.2% |
| 30D | -5.5% | +5.4% | -10.9% | -5.4% |
| 3M | -4.3% | +11.4% | -15.7% | -4.0% |
| 6M | +115.6% | +141.5% | -25.9% | +122.1% |
| YTD | +202.2% | +61.2% | +141.0% | +204.3% |
| 1Y | +325.3% | +49.2% | +276.1% | +326.7% |
| 3Y | +1,283.9% | -9.0% | +1,293.0% | +1,179.0% |
| All | +1,283.9% | -9.4% | +1,293.3% | +1,179.0% |
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