+1,048.0%
STX vs HUM
+6.5%
+1,041.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -3.8% |
| 7D | -2.3% | +2.1% | -4.3% | -2.3% |
| 30D | -5.5% | +5.4% | -10.9% | -5.7% |
| 3M | -4.3% | +11.4% | -15.7% | -4.6% |
| 6M | +115.6% | +141.5% | -25.9% | +110.7% |
| YTD | +202.2% | +61.2% | +141.0% | +196.1% |
| 1Y | +325.3% | +49.2% | +276.1% | +316.7% |
| 3Y | +1,283.9% | -9.0% | +1,293.0% | +1,303.2% |
| All | +1,048.0% | +6.5% | +1,041.5% | +984.1% |
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