+8,007.1%
SWKS vs HUM
+5,562.3%
+2,444.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +12.5% | +4.2% | +8.4% | +11.6% |
| 30D | +10.5% | +10.4% | +0.1% | +8.4% |
| 3M | -7.4% | +15.1% | -22.5% | -10.0% |
| 6M | +32.7% | +120.9% | -88.3% | +12.7% |
| YTD | +19.2% | +57.9% | -38.8% | +7.2% |
| 1Y | +2.4% | +30.6% | -28.2% | -5.0% |
| 3Y | -25.6% | -9.6% | -16.0% | -28.1% |
| 5Y | -53.4% | +1.6% | -55.0% | -56.7% |
| 10Y | +23.2% | +146.4% | -123.3% | -4.5% |
| All | +8,007.1% | +5,562.3% | +2,444.9% | +3,549.0% |
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