+9,929.9%
STX vs HUM
+5,077.2%
+4,852.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | +14.6% | +3.7% | +10.9% | +13.6% |
| 30D | -26.0% | +5.5% | -31.5% | -26.8% |
| 3M | -42.6% | +17.1% | -59.8% | -44.7% |
| 6M | -35.3% | +48.3% | -83.5% | -41.0% |
| YTD | +92.5% | +77.4% | +15.1% | +65.9% |
| 1Y | +102.4% | +92.6% | +9.8% | +71.0% |
| 3Y | +673.8% | -6.1% | +679.9% | +639.3% |
| 5Y | +463.1% | +6.2% | +456.8% | +407.5% |
| 10Y | +2,014.6% | +153.6% | +1,860.9% | +1,337.3% |
| All | +9,929.9% | +5,077.2% | +4,852.6% | +2,557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling