+476.2%
STX vs HUM
+6.2%
+469.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.1% |
| 7D | +14.6% | +3.7% | +10.9% | +14.4% |
| 30D | -26.0% | +5.5% | -31.5% | -26.1% |
| 3M | -42.6% | +17.1% | -59.8% | -42.9% |
| 6M | -35.3% | +48.3% | -83.5% | -36.0% |
| YTD | +92.5% | +77.4% | +15.1% | +88.0% |
| 1Y | +102.4% | +92.6% | +9.8% | +97.3% |
| 3Y | +673.8% | -6.1% | +679.9% | +693.9% |
| All | +476.2% | +6.2% | +469.9% | +450.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling