+5.3%
SWKS vs HUM
+30.0%
-24.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | +11.3% | +3.7% | +7.6% | +11.0% |
| 3M | +4.1% | +10.4% | -6.4% | +3.6% |
| 6M | +39.7% | +125.7% | -86.1% | +30.9% |
| YTD | +23.2% | +57.3% | -34.1% | +19.7% |
| 1Y | +5.3% | +48.6% | -43.4% | +3.0% |
| All | +5.3% | +30.0% | -24.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling