+17,056.4%
STX vs HUM
+4,527.7%
+12,528.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.4% |
| 7D | +10.7% | +2.1% | +8.7% | +10.2% |
| 30D | +11.3% | +4.7% | +6.6% | +10.1% |
| 3M | +3.2% | +13.5% | -10.3% | +0.1% |
| 6M | +157.0% | +126.7% | +30.3% | +113.1% |
| YTD | +229.2% | +58.5% | +170.7% | +191.7% |
| 1Y | +381.8% | +31.7% | +350.1% | +340.0% |
| 3Y | +1,383.2% | -10.6% | +1,393.8% | +1,327.2% |
| 5Y | +1,144.9% | +2.5% | +1,142.4% | +1,028.2% |
| 10Y | +3,676.0% | +148.7% | +3,527.4% | +2,471.4% |
| All | +17,056.4% | +4,527.7% | +12,528.6% | +4,570.9% |
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