+8,958.9%
SWKS vs HUM
+6,090.4%
+2,868.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.8% |
| 7D | -3.1% | +4.8% | -8.0% | -4.1% |
| 30D | +8.3% | +1.6% | +6.7% | +7.9% |
| 3M | +20.2% | +13.8% | +6.4% | +16.8% |
| 6M | +24.9% | +60.0% | -35.1% | +13.0% |
| YTD | +33.2% | +72.7% | -39.5% | +17.2% |
| 1Y | +23.6% | +86.1% | -62.6% | +7.1% |
| 3Y | +1.3% | -7.8% | +9.1% | -2.6% |
| 5Y | -40.6% | +2.7% | -43.3% | -45.0% |
| 10Y | +35.3% | +147.3% | -112.0% | +4.3% |
| All | +8,958.9% | +6,090.4% | +2,868.6% | +3,891.6% |
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